There are no Nightmare characters attractions or attractions in the parks, but you may be able to find some souvenirs. They always seem to have some at the Beverly Sunset shop at MGM (better known as the Villains shop on Sunset Boulevard) and when I was there this Christmas they had a bunch at a shop near the exit to the Haunted Mansion as well. You may also be able to see some of the puppets or sets from the film since they will sometimes display them at the AFI Showcase (small exhibit near where the Backlot Tour usually lets out) at MGM or Planet Hollywood at DTD.