[An Article from the Biography of Lincoln by Ward Hill Lamon. Lamon was an Illinois lawyer
friend of Lincoln, and also served as his bodyguard at times.]
From Wikipedia at http://en.wikipedia.org/wiki/Assassination_of_Abraham_Lincoln#Lincoln.27s_premonitions
It is widely believed that Lincoln anticipated his assassination.
According to Ward Hill Lamon, Lincoln's friend and biographer, three days before his assassination Lincoln discussed with Lamon and others a dream he had, saying:
About ten days ago, I retired very late. I had been up waiting for important dispatches from the front. I could not have been long in bed when I fell into a slumber, for I was weary. I soon began to dream. There seemed to be a death-like stillness about me. Then I heard subdued sobs, as if a number of people were weeping. I thought I left my bed and wandered downstairs. There the silence was broken by the same pitiful sobbing, but the mourners were invisible. I went from room to room; no living person was in sight, but the same mournful sounds of distress met me as I passed along. I saw light in all the rooms; every object was familiar to me; but where were all the people who were grieving as if their hearts would break? I was puzzled and alarmed. What could be the meaning of all this? Determined to find the cause of a state of things so mysterious and so shocking, I kept on until I arrived at the East Room, which I entered. There I met with a sickening surprise. Before me was a catafalque, on which rested a corpse wrapped in funeral vestments. Around it were stationed soldiers who were acting as guards; and there was a throng of people, gazing mournfully upon the corpse, whose face was covered, others weeping pitifully. 'Who is dead in the White House?' I demanded of one of the soldiers, 'The President,' was his answer; 'he was killed by an assassin.' Then came a loud burst of grief from the crowd, which woke me from my dream. I slept no more that night; and although it was only a dream, I have been strangely annoyed by it ever since.