The X-Files did it better.
The Jackalope
Jackalopes are the unholy mixture of jackrabbits and antelopes, which roamed the western US. They were exceedingly rare, only breeding during electrical storms, and they could mimic the human voice.
As terrifying as: It's coming right for us!
SedesGobhani / Via en.wikipedia.org
The Loveland Frog
The Loveland Frog has terrorized residents of Loveland, Ohio from 1955 - 2000. It has alway been described as a 4 foot tall upright human with webbed hands and feet and a frogs head. It reportedly also leaves behind a smell of alfalfa and almonds.
As terrifying as: Being stuck in Ohio for fifty years.
Marvel / Via man-thing.tumblr.com
The Kushtaka
The Kushtaka are a race of shape-shifters from southeastern Alaska. Fearsome and terrifying, they can transform in some stories into any species of otter they desire. Though they are known to lure people to their deaths, they can be held at bay by copper, fire, or urine; if only all three weren't in such short supply!
As terrifying as: Having a shy bladder in a public restroom.
The Goat Man of Maryland
The Goat Man was once a scientist working at the Beltsville Agricultural Research Center. One night, while experimenting on goats, something went horribly wrong. Now a half-man half-goat, he attacks cars with an axe.
As terrifying as: A reject Spiderman villain.
Warner Brothers / Via trishvillain.tumblr.com