Night Terrors by Tim Waggoner
It's Supernatural meets Men in Black in a darkly humorous urban fantasy from the author of Nekropolis. When you dream, that have discovered, you visit the Maelstrom. Dream long enough and hard enough, and your dreams can break through into the living world. So, alas, can your nightmares. And who's there to catch the dreams and nightmares as they fall into reality? Meet the Nightwatch, the police who catch escaped nightmares. Pray you never need them -