Day Fright or Depression?

I once shared on my blog that while driving, I picture myself crashing into telephone poles, other cars, buildings, into ravines and over cliffs. Most recently my mind is going through the motions of all sorts of crazy shit. Today I was sitting on my back patio smoking and thought, I can't wait for it to stop raining so I can take the dogs for a walk, then my mind jumped to taking them into Petsmart for now and Jimi possibly going ape shit and barking out of control, then flash back to walking down the street and having a big dog come running to eat my precious babies....would I swoop up Mazzy or Jimi first? My brain immediately went to Mazzy. Does this mean I love her more? Or is it because I've had to swoop her up to save her life a couple times before? Or is it because she is more scared of other dogs then Jimi? Then I felt horrible that I would put Jimi second, because she's such a lover. I would miss her belly flop-roll over-rub my belly move the most. My eyes began to well up thinking of losing either one of them. I told my brain to STOP! I don't want to see these horrific scenes play out in my head. But it WINS and the thought of losing Jory pushes me over the edge and tears began to fall.

This happens all the time, not just when I'm driving. I've pictured myself getting my teeth knocked out, legs cut off, stabbed in the heart and shot in the head to name a few. These things play out in my head almost like a movie except that I feel it as it happens, but it's never as painful as I would imagine. It's like I'm dreaming but I'm fully awake. I wonder if this is related to the Night Fright I had growing up or if it's part of depression?

Does this happen to you?