If he doesn't remember them the next day, chances are they're night terrors, not nightmares.
My son had night terrors when he was little. They seemed to occur at times when he was in his deepest sleep (about two to three hours after he went to bed) and now he's 12 and just occasionally talks in his sleep but will also sometimes sleepwalk (tried to take a shower twice now). The terror part of it, he outgrew but what did help was keeping him on a nice sleep schedule that was consistent. The worst were at times of high stress in our own lives too so if you're going through something difficult yourself, try to destress yourselves too because even if he doesn't know what it is, he can pick up on the mood. But even times where all was normal, he'd still have them. He didn't remember the next day and it didn't affect him or his quality of sleep. As he got older, they became less and less frequent. When he had them, I'd just make sure he was safe (not up running around) and I could usually just tell him, it's okay go back to bed and a lot of times, he would.
It's been a long time since I've had to think of them as night terrors but I do remember our pediatrician gave us some great information about them at the time and that helped too so give your ped a call. :) Good luck.
(after reading other people's responses, I forgot, we did get him a dream catcher and hung it over his bed. He wouldn't sleep in a bed that didn't have one hanging over it so eventually we had one in every room... it's been a long time so I forgot!!)