Do pets sleepwalk or/and or have nightmares?

Last night our two year old dog started whining and barking quietly. When he came into my room, he was shaking like a leaf. Our other dog, who is really sensitive to sounds, slept through the whole thing and acted like our other pup was crazy. We were talking about it at breakfast this morning and my five year old suggested that perhaps he was sleepwalking. I thought maybe he had a nightmare. What do you think? Has there been any research done on pets sleepwalking and and having nightmares? Hmmmm.....