This story was insipred by scene in episode Arkham, when Bruce had a dream. Alfred asks him: "Was I in it?", and Bruce replies: "Not this time." So I wondered what if Bruce had a nightmares with Alfred, and this is what I've figured out.

Also, for the sake of the first part, let's assume that Alfred wasn't working in the Wayne Manor since Bruce Wayne remembered.

Three times Bruce had a bad dream about Alfred

One

Bruce was four back then. His parents had employed a new butler, because the old one retired early. Said new butler was a big, quiet man in his forties and, according to Bruce's parents, worked earlier for some British duke. The day he was brought to the Wayne Manor, Martha and Thomas Wayne brought little Bruce to the living room and introduced him to the new butler. The moment when the boy saw him, he couldn't help, but feel intimidated by him. His expression was rather cold, almost angry.

Later Bruce realized it was due to Alfred trying to be professional. Professional butlers try not to show their emotions (at least on the surface). And, really, when the boy was coming back to this day, he could swear that there was some hidden nervousness in his faithful butler's behavior (he probably didn't expect that his new employers had an offspring and it was his first time working with someone who has children). Maybe it was also Bruce's fault, because he was afraid of strangers in his younger years.

Either way, the first impression the man made on his future charge was that Alfred Pennyworth is a scary man.

"Come on, sweetie." Martha Wayne began and pushed the boy towards the butler. "Mister Pennyworth will stay here for a long time. Be a good boy and say hi."

Bruce shyly extended his hand towards Alfred. He seemed to be bigger and more cold, then before.

"Nice to meet you, mister Pennyworth."

Alfred shook the boy's hand, a little too tightly for Bruce's liking.

"Please, master Bruce, call me Alfred." He said and stopped shaking kid's hand. His voice was raspy and unpleasant.

"Now," Thomas Wayne turned to their new butler. "I will show you how everything works."

"I would be grateful for that, mister Wayne."

After this awkward greetings with the youngest member of Wayne family, Alfred focused mostly on the work. He prepared Waynes a dinner, then did the dishes and started to dust certain areas of the house, silently, without a word and with expression showing concentration on his tasks. Bruce tried to avoid the man. Every time when he saw Alfred doing something on the corridor or in the living room, the boy was retreating to other place, just to not be noticed by the new butler. He once caught the glimpse of Alfred looking at him and this was enough to creep the boy out.

Bruce imagined a horrible things about Alfred. Butler's reserved attitude and the fact that he seemed to be so big and intimidating, brought to mind the servant of Addams family, although Alfred wasn't half as big or bony as Large. Boy's father telling him about Alfred being a skillful soldier, able to use various objects to fight off his opponents, didn't help either. Even though some part of Bruce thought it was kind of cool, there was just something scary about the stranger in their house, doing silently chores and once in a while looking at the kid with (as Bruce thought back then) cold eyes.

So for the rest of the day, the new servant was doing his job, while the only son of his employers was trying to stay as far away from him as possible. When finally Bruce found himself in the bed, knowing that Alfred was far away, doing something else, he sighed with relief and went fast asleep.

But soon he had a bad dream. In this dream he was standing in the hall. Everything was quiet, almost eerie quiet. The boy began to call for his parents, directing towards the living room. Walking down the hallways, Bruce got more and more scared, realizing that he's all alone in the empty house. Nevertheless, he didn't stop calling his mom and dad, even though he was scared.

Suddenly, in his dream, Bruce saw Alfred. The butler was dusting something in the hallway and for the first couple of moments didn't even looked at his young master. Bruce stood behind him, gathering courage to ask the man about his parents' whereabouts. Finally he walked towards Alfred and gingerly pulled his trousers, to get the man's attention. Alfred immediately turned to the boy and changed to a grayish, slender monster with a big teeth. The duster he was holding transformed into umbrella.

"What do you want?" He hissed at the boy.

"I-I…" Bruce began, stuttering. "I wanted to a-ask where is mom-mommy and dad-daddy."

Alfred didn't say anything, he only growled, baring his teeth. Bruce decided to run for his life. The scary butler, on the other hand, decided to chase after him. The boy directed to his bedroom. When he finally found himself there, he quickly hid in the closet, hoping that Alfred won't find him. But the man soon entered the bedroom and started to walk around, searching for his prey. Bruce could hear his heavy breathing. With one swift move the butler opened the door to the closet and gave the boy wide smile, indicating a bad intentions…

That was the moment when Bruce woke up, screaming for his parents. And so his mom and dad came to his bedroom to find out what was happening. His mom hugged him tightly and the boy thought for a moment that everything was fine (after all, he had only a bad dream and now his mommy and daddy were here, safe and sound, and that was real)… but then he noticed Alfred standing in the doorframe.

"You had a bad dream, sweetie?" Martha Wayne asked, releasing her son from hug and looking at him with worried look.

Bruce only nodded. His eyes gazed at the butler, before they quickly returned to his mother's gentle face. He wanted so badly for Alfred to go away… but he was too afraid to say it out loud.

"What was your dream about?" Boy's father inquired, giving his son a soft smile. "Come on, you can tell us everything."

Bruce gazed once again at Alfred. Even though, the kid still remembered the man from his nightmare, right now he was observing the boy with confusion and… sadness. He was also wearing pajamas and negligee, which kind of made him less scary.

The butler turned to his employers and said:

"Pardon my insolence, sir, but can I talk with master Bruce?"

Thomas Wayne was silent for a moment, probably wondering if he should grant this wish, or tell him: 'No, thank you. We will do just fine.' Bruce waited with tension for his father's decision. He hoped that Thomas refuse. The head of Wayne family and his new butler were looking at each other meaningfully, before Thomas stepped aside and said:

"Well then, I guess it won't hurt."

Bruce watched as Alfred came closer to him and then – to Bruce's surprise – crouched before him. Suddenly the butler didn't seem to be so big, and when he looked at the boy, his eyes were actually warm. With every minute Alfred was losing his scariness.

"Tell me, master Bruce," He began. "was I in your dream?"

"Y-yes." The boy mumbled.

"Was I trying to hurt you?" Alfred inquired further. His voice was calm.

"Yes, you were chasing me."

Alfred smiled softly.

"It's funny, because I had a bad dream about you too, master Bruce."

Bruce blinked with surprise.

"Really?"

"Really." The butler nodded. "You were twice as big as your house and you wanted to crash me!" He stood up and started to walk in one place, waving his hands and making slow steps. "You were walking like that, master Bruce, and you were saying: 'I'll stump on you! I will crash you!'" He said these two sentences with lower voice, which, strangely enough, made Bruce laugh.

Later, much, much later, Bruce found out that Alfred made the whole story up. Nevertheless, it was enough for the boy to stop fearing his butler. The next day both of them met in the hallway, and the man greeted his young master, while waving to him. Bruce did the same, and from now on they were on rather peaceful terms.

Two

When Bruce was seven, his father decided that the boy could use some fresh air and company of his peers, so he sent him on the summer camp. Bruce didn't like it. Well, okay, he didn't like some of it. He already preferred to sit in the corner and read some interesting book, than play with other children. Somehow sports and long nature trips weren't his thing.

He did, however, liked listening to scary stories, told by other kids in his camp house or in front of the fire. That's how Bruce was introduced to various urban legends – from the mysterious hijacker ghost to Hack Man – and soon he began to long for more. He liked the feeling of thrill coming with every story, this rush of adrenaline, when he was imagining the plot playing in his head. These stories seemed to be immensely interesting and he regretted that he had no story good enough to scare his peers.

However, soon boys had to go to sleep and Bruce realized that too much horrors in the nighttime wasn't a good idea.

That night Bruce Wayne dreamed that he was wandering in the woods. It was dark and eerie, and the boy didn't know if he was somewhere near the camp, or far away. He didn't recognize his surroundings, even though, he tried really hard to find something, anything that could help him establish where he was or how far from civilization. But before he could do that, he heard a heavy footsteps. Someone was coming to him.

Bruce turned around and quickly caught the glimpse of a massive man, wearing dirty coat. In the darkness of the woods Bruce couldn't make out the man's face, but he soon realized that the stranger had a hack instead of his right hand. He was approaching the boy, slowly, but successively. Bruce turned back and started to run as fast as he could, not caring where he was going.

Right when he thought that he managed to lose the Hack Man, Bruce bumped into a woman in white dress. Her eyes were completely black, her face covered with a surgeon mask, and she was staring into boy's very soul. She drew out scissors, and Bruce decided to back away, but then he realized that the Hack Man was getting closer and closer to him. The boy was desperately looking for any means of escape, but suddenly another monsters were appearing, surrounding him from every direction.

And then… then came the light. Or rather – a flashlight that was held by a familiar silhouette. The light seemed to make the monsters scared, because, all of sudden, they were running away, while the man with a flashlight was approaching them and Bruce. And soon there was no one else, but Bruce and Alfred. The boy smiled to his butler, who smiled back and extended his hand towards him.

"Come on, master Bruce. Let's go home."

The boy gladly took it and let himself be led to Wayne Manor. But before they got there, Bruce woke up from his dream.

The next day, when Bruce had a time for himself, he called home. He was kind of happy that the one, who picked up the phone, was Alfred.

"Hey, Alfred! I had a bad dream and you were in it!"

"Really, master Bruce? Was I very scary?"

"No, not at all!"

And the boy told him everything about his dream. At the end, Alfred told him to not listen scary stories next time and wished him a good day.

When the time has come and Bruce returned from summer camp, Alfred was the one, who greet him at the train station and drove him home.

Three

When Bruce was twelve, the imaginary monsters had been replaced by one, significant monster from the alley. A monster with black mask on his face, shining shoes and a gun in his hand. Whenever, the boy managed to fall asleep, this horrible event was coming back to him in the form of nightmare. The man in the alley was killing his parents on and on, replaying before Bruce the worst night of his life. That's why he started to fear falling asleep.

This time it seemed that everything was going to play the same as always. He was walking with his parents, sharing with them impressions from movie they've just seen. They entered that fateful alley and meet with future killer. Martha's pearls dropped on the ground, the man with the mask pointed his gun at Thomas and demanded his wallet. Bruce's father calmly handed it to him and then… the thug shot him and his wife.

Generally that was the moment, when Bruce was waking up from his nightmare, this time, however, it was still going on. The attacker pointed the gun at the boy, but didn't pull the trigger. Bruce knew he wouldn't pull the trigger, after all, the real murderer didn't do it, when he had a chance. Nevertheless, the kid was still afraid that that's what was going to happen. He felt once again this paralyzing fear, he had felt back then, in the alley.

"Master Bruce!" Alfred's worried voice echoed behind the boy.

That was something new. That never happened. How…?

Bruce felt another wave of fear, as he slowly turned and saw the butler coming to them. The boy wanted to warn his guardian, but he couldn't even speak. So he observed with horror how the man in the mask points his gun at Alfred and shoots him in the chest, taking away another important person from boy's life…

Of course, that was the moment when Bruce woke up, screaming Alfred's name. The vision was still vivid in boy's head. He wiped the tears that appeared in the corner of his eyes, and for a couple of seconds he was just sitting in the darkness, thinking about his newest dream.

Soon Alfred showed up in the doorframe and quickly went to the boy. Seeing him alive lifted Bruce's spirit a bit, reminding him that it was all just a nightmare. Still, the moment Alfred came to him, the boy hugged him. Alfred was hugging him back for a moment, but then he broke the embrace and looked his charge in the eyes.

"You've had another bad dream, master Bruce?"

Bruce only nodded.

"I see." The butler sat beside him.

Alfred tried really hard to comfort him, every time the boy had a bad dream about his parents' death… but after so many horrible nights from that fateful moment, the butler couldn't find the right words. Every words of comfort seemed to lose their meaning every time he repeated it. So this time Alfred decided to stay silent and just be there, showing Bruce that the boy was safe and sound in his own home.

"But this time," Bruce began quietly and looked at his butler. "you were there too."

"Yes?" Alfred raised his eyebrows. "And what was I doing there?"

"You've got shot. By him."

Alfred didn't have to ask who master Bruce meant by 'him'.

Bruce gave Alfred a sad look and continued:

"He shot mom and dad, and then he shot you."

"I suppose I was there, because I was looking for you, master Bruce."

"Probably yes."

"If that's the case, I would have my own gun." Alfred smiled. "If I was going to look for you on the streets of Gotham, I would bring something to defend you and myself. And since it would be a man pointing gun at you, I would shoot the bastard first. Pardon my French." He added.

Bruce chuckled. It was a view so rare these days that Alfred smiled even wider.

"Well then." He stood up. "How about some hot chocolate before sleep, master Bruce?"

"I would like that. Thank you, Alfred."

And the one time Alfred had a bad dream about Bruce

Couple of days after the assassins entered Wayne household, Alfred had a nightmare.

In this nightmare he was running around some warehouse, looking for master Bruce. Somewhere in the back of his head, he knew that Bruce was in danger and needed his help. So Alfred was running frantically around the warehouse, checking every corner. Finally realizing that his charge wasn't there, the butler left the building… and then he saw master Bruce standing on the warehouse's roof with lady assassin, who was holding her gun to boy's temple. Bruce seemed to be so frightened, so scared… But the moment when he saw his butler, his face lightened with hope for rescue.

However, before Alfred could say or do anything, the woman fired her gun and the man witnessed with horror as the boy got shot and as his limp body fell down on the ground…

Alfred woke up and sat abruptly. When his hand touched his forehead, he realized that he was sweating. A couple of seconds later he managed to grasp the idea that he was in Wayne Manor's living room, when he once again spent another evening helping master Bruce with his little investigation. The boy himself was sitting on the couch, probably awoken by Alfred's sudden outburst, and now was observing the man with concern.

"You had a bad dream, Alfred." He wasn't asking, he stated it.

Still, Alfred replied:

"Yes, I had."

"Was I in it?" Bruce smiled.

Alfred smiled too at this little joke, but then he saddened. He didn't want to tell Bruce what he had seen in his dream. The boy had his own nightmares, he didn't need new ones.

"Doesn't matter, master Bruce. It was just a dream."

"I was in it, was I?" The boy inquired further.

His face was sad, so sad that butler couldn't help, but say:

"Yes, you were. And I failed you."

Bruce gave him another soft smile and replied:

"You're right, Alfred, it was just a dream. Only in dreams you can fail me."

Alfred wished it was true. Because he was many times feeling helpless against boy's problems and he feared the day when he won't be able to save him from danger.

Nevertheless, Alfred looked at Bruce and smiled to him.

"Thank you, master Bruce."