Weatherford, Texas, is allegedly haunted by a monster described by one webmaster as a "monstrous devil-water-cow". His site is here, but doesn't strike me as the most reliable source of info. Still, behind even the most absurd myths is often a grain of truth. The creature also has two Yahoo! Groups devoted to it, here and here.
A similarly obscure creature is that of Lake Granbury, Texas. Aside from its name (One-Eye), I know nothing about it.