I am currently doing research on the topic of demons, monsters, and mythical creatures that were or are considered 'evil'. I have a particular interest in creatures that have been documented with eyewitness sightings, monster's that people even today actually believe to exist. Some examples of what I mean and already have found are things like the Mothman, the Owlman, Bigfoot, The Beast of Bray Road, Slenderman, and The Jersey Devil. I haven't had much luck finding databases of these creatures or their sightings online so if you might know of one these database's that would be very helpful. I also welcome any suggestions regarding any type of creature from mythology ranging from Greek to Native American. On my own I've collected only seventy types of demons/creatures I could use, if anyone could help me fill up the rest of that list for the use of my on going fiction novel that would be incredibly helpful and I thank you in advance.
Sounds like you're look into cryptozoology. Google has a big list of cryptids: http://en.wikipedia.org/wiki/List_of_cryptids which might be a proper starting point of your list.
Personally one of the creepiest creatures or identities that I can think of are Shadow People....The man in the fedora hat...so beyond creepy. I suggest cryptozoology just as Nephlm suggested.