Ultraman Tiga Episode 40

A strange form of cosmic radiation washes over the home of Ikuta Kazuma, an overworked man who has recently been dumped by his girlfriend, bringing a monster recurring in his stress-induced nightmares to life. The monster is unharmed by any of GUTS' attempts to take it down, meaning the team has to figure out how to stop the living dream at its source — if they can locate it first. (Source: TV Tropes)