Even Daddies have Bad dreams
Even with the twice a month counseling Horatio was attending he still occasionally experienced nightmares. These nightmares consisted of him not making it to Aimee's hospital room in time when Shaw was strangling her. He shot and killed Shaw but not before Aimee was already dead. Before Horatio opened his eyes he could see himself sobbing, holding Aimee's lifeless body. Shaw's dead body lay on the floor in a pool of blood.
Horatio would wake up trembling with tears brimming his eyes from these dreams. The sight of a pregnant Aimee would calm him and cause him to realize he had been dreaming it often take him a long time to sleep again.