Please call your doctor on this one. They will probably have you monitor his sleep over a week or more (possibly indefinitely) to kind of track his nightmares. They will, also, give you some advice on things you can do.
Personally, I would look at his daily habits and his sleep habits and see if you can tell by what he is doing if there is any activity or events going on that are making his sleep issues worse. For instance, if he has more nightmares on a night where he watches television right before bed, then I would cut out the television.
Also, try to make sure you are sticking to a consistent bedtime routine. For instance, pee, wash hands and face, and brush teeth at 7:45. Bedtime story at 7:50. Hug and Kiss at 8:00 and tuck in under the blankets after the hug and kiss. The idea is to be consistent so that he knows what is going on each night. A set routine can be soothing for kids.
Also, see if you can find out what is scaring him in his nightmares. It may not be anything going on in his daily life. My middle child, a 4 year old boy, had nightmares for a good while last year about monsters. To help calm his fears we invented coping mechanisms. In the middle of this period, we bought an alarm system for our house (nothing to do with his nightmares) but when he asked what it was I told him it was a monster alarm. We, also, put monster bombs on his window. We put alphabet noodles and splenda packets in a baggie and tied it up and put it on the window sill. I know it sounds silly but we told him that the letters were for knowledge which scares monsters away. The Splenda was because they like sweet things but Splenda is poison to them. It really helped a lot. A couple of friends of mine filled up spray bottles with water and a little bit of their favorite perfume or the perfume they wear all of the time. Then at bedtime, they spray the room with "monster repellent". The kids sleep better and are happier plus they smell moms perfume as they sleep which helps keep them calm because it makes them feel like you are close.
If it is certain fears this type of thing can help immensely because no matter how much we tell them that monsters don't exist, they won't believe us. Their imaginations are just too active.
If he doesn't have a specific fear, try the spray bottle with the perfume and water. Tell him it is good dream spray. When you are doing your bedtime routine and tucking him in, make sure to spray his pillow. The smell of mom in his room and the fact that you are telling him something will help may be enough to cause a psychosematic response in your son and may help curb his nightmares. If it doesn't work, it won't have cost you a lot money. If it does work, you get a good night's sleep.
There is no sleep method that works for everyone. The key is to find one that works for you and be consistent with it.
Anyhow, I hope this helps. I know that nightmares and night terrors can really be hard on the whole family especially the parent up dealing with the effects of one. I hope that you are able to get a good night's sleep soon. Good luck with your little guy and with your pregnancy.