The Death Nightmares were female minions of the villains in the Sailor Moon musicals.
They appeared in two different versions.
The first Death Nightmares were nameless members of the Death Busters who served under Kaolinite in the musical The Path to Become the Warrior of Love, in which they appeared as four beautiful and seductive women with silver hair, who wore pink and yellow dresses.
The second the Death Nightmares were four dream demons or yokai serving under Death Lamia. She referred to them as "Muma" (夢é; Nightmare). In the first musical of the Dracul arc, Overture of Last Dracul, they again appeared as four attractive women, but this time had dark hair and wore black dresses with yellow stripes.
