Here in Costa Rica we have plenty of those:

• El Cadejos (the chain-hound): a black dog wrapped in chains, said to appear in the night to scare drunkards straight, and allegedly a former drunkard itself.
• La Segua (or La Cegua): a woman that seduces men at night, then shows her true form as a human with the head of a horse, an event which is said to scare men to death.
• La Llorona (the crying lady): a woman who lost her child, by drowning in a river in several sources, and cries loudly for that during the night.