In dreams of rescuing, you are either doing the rescuing or are in need of being rescued. If you are doing the rescuing, you likely see yourself as a hero, shepherd, parent, or mentor to others. Who the others are, what you rescue the others from, and by what means often reveal how you see yourself within a particular network of relationships.
If you are the one being rescued, it is likely that you are overwhelmed or feeling incompetent in an important area of your waking life. The consequences of failure could be catastrophic. If your rescuer is someone known to you in waking life, it may be worth seeking his or her advice concerning particular struggles you are facing.
Is the rescue something that was expected, and so did not carry very much anxiety? Was the rescue an against-all-odds type of mission? Did it fail or succeed?