Most people today think of faeries as dainty little pixies who fly around granting wishes. However, the people of the Middle Ages feared the wrath of the Fair Folk, and few were more vile than the Nuckelavee. A formless specter living off the coast of Orkney, this foul faerie would rise from the depths of the ocean and take the form of a massive, skinless, black-blooded, yellow-veined, fin-footed, man-eating horse with its "rider" fused to its back from his waist down. The horse head had a single blazing red eye and a gaping mouth full of vicious teeth, while the "rider" had an oversized head that rolled about on its undersized neck, and long, muscular arms that ended with razor sharp claws. This monster was an Omnicidal Maniac of the highest order, rising from the sea to deliver a plague called the Mortasheen (yes, that's where Bogleech got the name for Mortasheen from) that would kill livestock and crops, and it reserved a special hatred for any unfortunate humans it came across. Its one consistent weakness was fresh water, which it could not cross (although some versions mention an aversion to burning seaweed).
What are urban legends but modern folk tales? As such, they fit in perfectly here.
The Chupacabra is the modern vampire, a beast of possibly alien origin who drains the blood from livestock, has supernatural strength and agility, and is feared among Latino populations everywhere. The "coyote with mange" depiction is full of Narm, but the classic Chupacabra, which resembles a mix between The Greys and a Velociraptor is one of the more nightmare inducing creatures of recent times. There are no confirmed attacks on humans yet, but who knows?
Many aliens can be nightmarish, as well. Although many of the stranger aliens on this list are Nightmare Retardant, the more infamous aliens on this list are truly creepy.
While the Hopkinsville Goblins are Ugly Cute, the fact that they're Nigh Invulnerable little bastards who attacked a Kentucky family's homestead makes them disturbingly creepy.
The infamous Flatwoods Monster is another alien sighting that has actually been hostile to humans. Not to mention its resemblance to traditional depictions of the Grim Reaper.
You forgot the fact that this...thing was able to shoot venomous gasses from huge tubes on its body!
It's quite telling that both the Hopkinsville Goblins and the Flatwoods Monster were used as inspiration for the alien abduction Romani Ranch side quest (one of the most terrifying things in the game), in Legend of Zelda: Majora's Mask.
Although The Greys are usually overdone to the point of Narm in pop culture, just the thought of ineffable, emotionless beings lodged right in the Uncanny Valley abducting people and probing their bodies - perhaps even impregnating them with alien-human hybrids - is just plain creepy.
Then we have the Reptoids. While The Greys are mostly neutral, the Reptoids are hostile reptilian shapeshifters who have infiltrated the highest levels of society and control the world, if you believe David Icke. Even then, the less batshit crazy encounters with Reptoids still paint a portrait of possible man-eaters.
Finally, we have the Mothman, an infamous harbinger of doom who may not actually DO anything but silently stare at people and creep them the hell out, but it tends to forbode disasters.
Similar to the Mothman, we have the Owlman of Mawnan, a beast who is far more malevolent than its American cousin.
The Jersey Devil is more than just the namesake of a hockey team. This demon is a slayer of livestock who was reportedly born when its mother wished that her thirteenth child would be a devil. It then killed its family, and sightings of this monster have endured from the 1700's to the present day.
The Mongolian death worm, or allghoi khorkoi, is a two-and-a-half-foot long Sand Worm that's said to live in the Gobi Desert. It's called the Allghoi Khorkoi since it resembles a blood-red cow intestine, and the death worm because it can spit deadly venom and electrocute its prey.
Goatman, an Ax-Crazy being from the southern United States who brutally murders people and destroys parked cars with an axe.
Don't forget Bunnyman, who's basically Goatman but as a huge, humanoid rabbit with an axe. While that may sound pretty ridiculous, and is probably a dude in an outfit, it's still plenty creepy that a guy insane enough to run around in a bunny suit, vandalizing property for no reason at all, is out free in the world and carrying an axe.
Although kids have often heard of these other cryptids, don't tell your kids about the Popobawa. A one-eyed, bat-like ogre from Africa, it's said to sodomize its victims in the middle of the night.
The Wendigo of Algonquin folklore is what happens to people who engage in cannibalism. After they've eaten another human, they turn into a tall, gaunt corpse-like being with sharp fangs that have shredded the former human's lips to nothing, bloody stumps where its feet would be (possibly due to frostbite), and transparent skin through which you can see its icy blood and heart of ice. It can turn invisible and ride on the wind to pursue prey, and it is ALWAYS hungry...
Just as scary is the idea of "Wendigo Syndrome" or "Wendigo Psychosis". It is almost surely a myth, but the idea that the fear of becoming a Wendigo is so strong that it is in and of itself enough to drive otherwise normal people to commit acts of cannibalism (and in turn, questioning if they are becoming cannibals in the first place) is horrible Paranoia Fuel.
The skinwalker, or yee naaldlooshii of Navajo mythology, is basically a cross between a Werewolf and a warlock. To become a skinwalker, one must cross the Moral Event Horizon by killing a member of your family. After you become one, you can change into any animal you desire, gain the ability to cast powerful and deadly curses on anyone, and mimic the voices of your victims' loved ones.
Even though they're a bit old-fashioned now, the traditional werewolf isn't a slouch, either. There are many ways to become a werewolf, whether intentionally (selling your soul to Satan) or unintentionally (being bitten by a werewolf, being born on Christmas Eve, or merely drinking from the same water wolves drink out of.) Once you do, you become a bloodthirsty beast every full moon.
One myth was that Werewolves hid their fur under their skin in human form. This would just be mildly creepy if it weren't for the fact that in ancient times many people believed this myth. The result? People accused of lycanthropy being skinned alive in an attempt to find "proof" that they're werewolves!
The Philippines have some of the nastiest (and weirdest) monsters out there, but nothing can really compare to the horror that is Filipino vampire lore:
The Aswang, which shapeshifts, eats people (especially babies) and makes a noise that gets louder the farther it is from you.
Similar to the Manananggal, Penanggalen from Malaysia. It's an undead monster who separates her head from her body an flies around with her entrails glowing like fireflies. As slight-Nightmare Retardant, Gaia Online has her as a very Moe item...as Moe as a flying severed head can be...
The Ekek, a monstrous birdlike creature that eats in the same way as the manananggal.
The Wakwak, which cuts people open with its wings so it can eat their hearts.
And last but not least, there are the Tamawo/Engkanto, the Philippines' own version of The Fair Folk. Common English translations range from 'faerie," to "elf," to "nymph." They live in trees and caves, and take offense to their homes being desecrated my humans. They'll take people away and replace them with banana leaves enchanted to look like the person's deceased corpse. If they fancy a human, they'll try to lure them into their homes and trick them into eating their food, thus condemning the person to live with them forever. The one place they cannot stand, however, are church grounds. The reason? They are actually fallen angels who were cast out when Lucifer lost against God. These aren't your typical, Tinkerbell-esque fairies, people. Not at all.
Fearsome Critters, despite their name, tend to be mildly silly if not absolutely Adorkable at best and somewhat spooky at worst. The same cannot be said about the Hidebehind. A creature that hunts and eats humans who get lost in the woods. It gets its name because it hides behind its prey...and can keep hiding until the time is right. It can hide behind its prey and no matter how fast its prey turns around, it is faster and can keep hiding behind their prey until the right moment. And at that moment, it kills and eats them.
The concept of the Jiang Shi may seem silly-what's so dangerous about Qing Dynasty-era officials who are also bouncing vampires? Well, first of all, they're nearly invincible. Bullets? Nope. Buckshot? Nah. Explosives? Knocks them over, but soon they'll be up again. Second, they are deadly enough to wipe out whole villages. Third, they can kill you by breathing. Fourth, they don't just suck your blood, they rip your throats out. Fifth, with one well-timed bounce aimed at you, they can knock you over and turn you into them. And last of all, as long as you're breathing-they will find you.
Of course, depending on certain interpretations of the myth, this just gets worse. Jiang Shi's bouncing sounds silly, unless it becomes jumping. Jumping high enough to leap over fortress walls and land silently behind any traditional defenses. They are also said to be covered in what looks like white fur. This "fur" turns out to be white, stringy mold. Finally, one of the few ways to actually stop a Jiang Shi? Take a sacred piece of paper and nail it to its forehead. Meaning you would have to get really close to one of these monsters to even pull it off.
The monsters of Japanese Myth are pretty damn horrifying, too. Like the Gashadokuro, a skeleton created from the corpses of dozens of victims of famine, standing fifteen times the height of a normal man and eternally hungry. As if that is not enough, not only are they silent, but they can turn invisible. The only thing you hear before a Gashadokuro strikes is a ringing in your ears, before it grabs you and tears your head off with its teeth.