The Nightmare

The Nightmare is the ghost of Leonid Kravos. It first appears in Grave Peril.

Description
The Nightmare is an incredibly strong ghost, which was originally thought to be the ghost of Leonid Kravos' summoned demon. It is later revelead that it is the ghost of Leonid Kravos himself. The ritual that Kravos used to take his life while in prison, combined with the disruption of the barrier between the real world and the Nevernever caused by Mavra's meddling, allowed the Nightmare to become much more powerful than would otherwise been possible. (refs?)

The Nightmare was created for the sole purpose of vengeance. As a ghost, the Nightmare was created by a powerful emotion at the moment of death. This means that the Nightmare only had power when in pursuit of that goal. When attacking those that captured Leonid Kravos, the Nightmare was able to destroy vehicles, create and sustain a shell during the day and attack people through their dreams. (refs?)

According to Bob, a ghost can only affect something that relates directly to its death somehow. (ref?)

Grave Peril
In Grave Peril, Harry is dreaming with perfect recall how he, Michael Carpenter and the SI team led by Murphy, took down Leonid Kravos. Then the dream changes. Instead of taking him down Michael's neck is broken, Murphy is clawed to death, and all the team is killed. The demon broke Harry's circle and took a huge bite out of him. Harry was was woken up by Bob inside of Mister.

Harry has a hard time lighting his candles with the spell he uses everyday. Per Bob, the Nightmare took a big chunk out of Harry's powers. And he can take on Harry's appearance.

Harry realized he's after Murphy next. Harry calls her, but she's tired and hangs up. Harry gets there in time to see the Nightmare looking just like him, standing over Murphy with his fingers in her temples. He laughs at Harry, saying: "I have partaken of thee, I am what thou art". Then he throws one of Harry's own spells at him and walks out.

The Nightmare abducted Charity Carpenter dragging her to Graceland cemetery. There is a big showdown between Harry and the Nightmare with Lea interjecting herself into it to trick Harry out of Amoracchius. During the fight, Charity starts to hemorrhage. She is taken to Cook County Hospital—she may not have more children and the infant may not make it.

Michael brought Lydia to Harry's apartment; he recognized her from Kravos's lair. When Lydia wakes up, she is possessed by the Nightmare. Michael cannot slay it with Amoracchius because its inside Lydia—an innocent—not a construct (this would undo the Sword). Just as Harry is about to die, he finally realizes that Lydia is possessed by Kavros's ghost not his demon and knows how to destroy it. Thomas distracts Lydia by using his White Court–House Raith powers. This frees Harry to exorcise Kravos's ghost.

Later while locked in a room at Bianca St. Claire's mansion, Kavros inhabits Justine and taunts Harry. Shortly after, Harry sets a trap for him, goes to sleep, Kavros enters his mind, Harry dies, creates a ghost and destroys Kavros, eating back his powers and some of Kavros as well. Susan had been keeping his body going with CPR. After that, Harry was strong enough to escape their prison taking Susan and Justine with him.

Dead Beat
In Dead Beat, Bob said that when Bianca St. Claire and the Nightmare were tormenting all those Ghosts it was Halloween when the barrier between the spirit and mortal worlds is at its weakest. They stirred up those ghosts in order to create turbulence to break down the barrier even more.

Ghost Story
In Ghost Story, Harry warns Murphy that with Mortimer Lindquist having been abducted by the Grey Ghost, he's not around to keep the Lecter Specters—serial killer ghosts—calm and happy which means they'll refer to being killers able to manifest. The could end up with many serial-killer ghosts like the Nightmare (Leonid Kravos) rampaging around Chicago killing. They need to rescue Morty.

Cold Days
In Cold Days, the Summer Lady, Lily, implied that the Contagion—later named Nemesis—corrupted Harry's first three big cases: Victor Sells the Shadowman, Agent Denton and his Hexenwolves, and Leonid Kravos the Nightmare.