According to the New Yorker, this comic strip by Winsor McCay (“Little Nemo in Slumberland”and “Gertie the Dinosaur”), featured, in each episode, a new character caught in a terrible nightmare (precipitated by a meal of rarebit, a food not really eaten much these days), before he finally awakens. The strip was also turned into a silent film, way back then. Not much remembered today, but beloved at the time, and still appreciated by a small cult of enthusiasts (as is everything).
Here, a dapper gentleman takes a ride on the New York subway, and has a less-than-satisfying trip.
Thanks to comicstriplibrary.org.