To feel anguish in a dream seems to be that you are faced with something you cannot deal with emotionally or mentally. It can be the result of conflicting forces raging in you. Or it can be the surfacing of emotions from early trauma. See: emotions and mood.
Example: I had been in town all day with a woman I had fallen in love with. Then we had eaten out and it was wonderful to be together. We were waiting at traffic lights to change when she suddenly asked me to go into the hotel and she would be along shortly. So I went into our room and read a book, but my impatience to be with her got hold of me so I stood looking out of the window hoping to see her. But a terrible fear filled me, a fear that she had gone off with someone else, and as time passed I was in terrible anguish. I went out of the hotel and search for her without success. Then anger and anguish mixed into awful feelings. When I found her in the hotel shop nonchalantly browsing I felt like hell. But I recognised the feeling. It was the murderous rage I had felt when I was suddenly abandoned by my mother. So I felt I could not face her, but went for a walk till I calmed down. When I entered our room I was calm, without the raging volcano that had erupted in me. She asked me what had had happened and I explained as simply as I could, but was met with disbelief, and was accused of being angry with her. In fact I held no grudge against her, fully understanding my own inner torments. But she had come from such a loving family that she had no experience of such traumas, and had no way of understanding what had happened.
Useful Questions and Hints:
What was the cause of the anguish, and could you get beyond the surface feeling?
Was there an event which triggered it, or so are there any clues to it?
Is this an old feeling you have often?
It may help to understand if you read people’s experience of lifestream.
Also try using Processing Dreams.