Based on the Heartstringscomic Tumblr (or at least the comic at the end of Chapter 3.

Rainbow Dash always boasts about how she isn't scared of anything, but it gets even worse during Nightmare Night. Now Rarity and Applejack, with the help of Lyra Heartstrings, want to give her a real scare, and they get more help from some ponies they really didn't expect.

Many thanks to tritestbristle, the author of the comic, for giving me some feedback on this story.
...And for telling me how canonically incorrect this will soon be. heheh...

Also many thanks to my loyal follower Nightmare Nyx for prereading.
"You only asked me because my alias has 'Nightmare' in it..."
Don't be silly, Nightmare Nyx.