Ive seen almost all shows that you have put up and on some old shows people have mentioned how they have heard about a devil/demon/alien/ghost visiting thier friend at night.
I think its interesting to point out that the word nightmare comes from old scandinavian/western folklore from an event that might happen in some peoples life where they wake up at night and appears to be paralyzed. Then a person a spirit, alien, devil or some evil presence either watch them or do something to them that often causes them to lose breath (this might lead an otherwise clear thinker astray, what they think is personal evidence). Often they say that the presence sit on them (often on the chest or back) and "ride them".
I for one do not believe that this is real at all but a psychological or biological phenomenon which in my mind might be worth researching and showing to people in your show that infact it was not a devil/alien/spirit doing this to you but a flaw in the mind or the body thereby reducing the belief in the supernatural in the general public. I.E. this is an example of how someone otherwise clear mind mightve thought they was abducted/visited by a devil/demon/ghost.
Sorry if my english is not perfect, Its not my main language.