I can't say that I've ever woken up inside a nightmare multiple times. I've had false awakenings before, but those were always very mundane.
A nightmare that really stood out to me was one I had when I was about 15 or so, when my room was next to my sister's room. I dreamt that she was some kinda cannibal necromancer that had killed my entire family and cut them into pieces arranged around her room, and reanimated or kept them animated. Then she spread her legs and there was nothing there except clear plastic piping like you'd find in your plumbing or something. There was just such a sense of disgust I had when I woke up that I wanted to puke. I could smell the viscera and gore and feel it in my hands, see it squirming and gasping. I have a feeling it really messed up my psyche because now I have very involved dreams about my sister and death