Very upsetting, I know. And of course I couldn't go back to sleep, so I hopped on the computer to figure out what it means. Here is what www.swoon.com had to say:
Killing: To dream of being a witness to a killing portends a change that will not be entirely to your liking.
Guns: Whether you saw it, heard it or used it, any type of gun featured in your dream forecasts an injustice, either to you or to someone in your close circle, that you will have to fight hard to overcome.
Blood: Be prepared for a period of hard work against hostile forces if you saw blood in your dream.
Death: To dream of a death often signifies news of a birth.
Fear: As a general guide: If you conquered the cause of your dreamed fear and/or the sensation disappeared during the dream, the forecast is that you will overcome your difficulties; however, if the feeling persisted and/or the cause was indefinable, you should expect to have to cope with problems arising from the deceit or dishonesty of someone you trusted.
Threat: You are being strongly warned against gambling or speculation if your dream featured any form of threat or threatening atmosphere.
I haven't had one of these types of scary dreams in a long time. I think I'm good for a long while.