She's been blown to smithereens, pursued by lunatics, had her throat slashed in the shower, been trapped underwater in a car and been strangled by a psychotic.

No wonder Nancy Allen has nightmares.

"I've been to Hell and back on film," says the 31-year-old actress and wife of film director Brian DePalma, the Prince Charming of chills who gave us "Carrie" and "Dressed to Kill."

"A lot of people ask me if Brian has a lot of nightmares. Well I'm the one who's always waking up screaming in the middle of night."

She is dressed to maim in a tight black blouse, pegged pants, a wide metallic belt cinching her tiny waist, diamond studs in her ears and a gold Rolex on her wrist. She runs a hand through her Barbarella mane of brassy hair. Her pale blue eyes are the size of jawbreakers and her Kewpie-doll mouth looks permanently poised to let out another blood-curdling shriek.

Elevators, especially, terrify the star of stage and scream.

"Im claustrophobic anyway," she says, "but after the elevator sequence in 'Dressed to Kill,' I do get a little freaked out if it stops on a floor I hadn't planned on."

She played Liz, the hooker with the Krugerrand heart, who witnesses the brutal stabbing of Angie Dickinson as the elevator door opens, the blood-stained knife flashing in her face.

Just the thought of it gives Nancy Allen the heebie-jeebies.

"There are three film moments that have terrified me. That was one. The shower scene in 'Psycho' is another. To this day I have a clear shower curtain. And 'Jaws.' I love to swim, but ever since that movie I don't go into the water above my knees."

But in "Blow Out," DePalma's latest thriller set up to open July 24 co-starring Allen and John Travolta (both of whom appeared in "Carrie"), she lives out her worst nightmare: being trapped in a car six feet under water.

"That was the hardest thing I ever had to do.I would have to say, emotionally, I was really out of control in that scene. I was hysterical . I really did panic."

Her cheeks are flushed. "I became obsessed," she cries. "I had to prove to myself that I could do it. I said, 'If I can do this, maybe I won't be afraid of it anymore.' Which, of course, is not the case. I find it very hard to watch that scene."

The film, written and directed by DePalma, is a political thriller, a combination Chappaquiddick, presidential assassination and Watergate cover-up. In the scene she describes, the car in which she and a presidential candidate are riding plunges off a bridge. In a curious twist, the politician is killed and Sally (Nancy Allen) is rescued by Travolta.

"I don't think the Kennedys have seen it yet," she says. "I'd be curious as to their reaction."

Allen says there is nothing in the character to suggest Mary Jo Kopechne, but the question has been raised.

"I really didn't think of her very much. Those fears are so real to me. I never knew her, so obviously this character is not modeled after her. I'm sure it must have been horrible, though. That's like your worst nightmare. Being trapped in a car under water and have no escape. What a horrible way to die."

Actually, the character of Sally Bedina, a gum-chewing cosmetician at Kovettes, who becomes entangled in a cat's cradle of suspense, was modeled after one of Nancy Allen's film idols: Judy Holliday.

She says she worked on getting just the right lower-class accent to play a woman who is vulnerable, naive and street-smart. Sally has the right instincts and a good heart, but doesn't trust herself. She is, like Allen, soft. Pliable. She is, unlike Allen, the perfect victim.

"I certainly don't think I'm a bimbo," says Allen, "but there was a time in my life where I was very insecure and probably looked to the men in my life for advice. If it wasn't my father, there was always a father figure to guide me and tell me what to do. But I really feel like I've grown out of that."

Nancy Allen was born in Yonkers, N.Y., the youngest of three children. Her mother was a housewife, her father a New York City policeman. She went to a private Catholic girls' school, then to The High School of Performing Arts. She began working at the age of 15, doing modeling and commercials. "Clairol, toilet-bowl cleaner, Crisco oil. You name it, I sold it," she laughs.

Her first film was a bit part in "The Last Detail" with Jack Nicholson.

In 1975, she auditioned for a part in "Carrie" and met DePalma. It was not, she says, love at first fright. Three months after the film wrapped up, she met up with DePalma again in New York and the two lived together on and off for the next two years before marrying.

DePalma wrote the part of Liz in "Dressed to Kill" for Allen. She says it's just a coincidence that she wound up doing Sally. No, she says, she won't be doing another film with her husband in the near future.

"I didn't marry my director," she says, denying any Freudian overtones. "I really believe that Brian and I are soul mates. Personally, I resent that Brian would put me in a film just because I'm his wife." Still, she says, "I imagine there are some vicious people out there who are saying that, but I don't give a damn what they think. Maybe my career would be more successful. Maybe being married to him has held me back."

For example, she says, last year she lost a part in a major film. "A very big male superstar," she says, vetoed her. "He told the director, 'I would feel funny working with Brian's wife.' I found it most shocking that another actor could be that narrow-minded."

And those press reports about her affair with Travolta during "Carrie" are rubbish, she says. They are just friends. Moviegoers expecting screen sparks this time between the two will be disappointed.

"It's very subtle," she says. "There's always the undercurrent and the possibility, but it's never consummated. A lot of people said, "How can you put John Travolta and Nancy Allen together in a movie? Everybody's going to be expecting HOT STUFF like they had in the car scene in 'Carrie.'"

She won't talk about her marriage to the 40-year-old DePalma, who has made a dozen films, including "Sisters," "Obsession" and "The Fury," other than to say they live in a New York City apartment.

She says she's also afraid of the "normal" things, the fact that a woman is raped every seven minutes, that every 24 minutes someone is murdered. She is afraid to ride on the subway. "Everytime I pick up the newspaper I read about another lunatic on the loose."

So what does the woman, who says she's "been to Hell and back," want to do next?