Hades

Hades is the lord of the dead and ruler of the nether world, which is referred to as the domain of Hades or, by transference, as Hades alone. He owns all the wealth in the ground and the people referred to him as the Rich One. They were frightened to say his real name for fear that it would attract his attention. Black sheep were offered to him, and the sacrifice was performed with the face averted. Mortals who enter his world had no hope of returning, and so Hades was characterized as pitiless and inexorable. Hades had abducted Persephone and made her his wife.


Hag

On the British Isles, hags are regarded as the personification of winter. Usually they are old and very ugly during the winter months but as soon as the weather changes, they change into beautiful young women.


Harpies
"The robbers". In earlier versions of Greek myth, Harpies were described as beautiful, winged maidens. Later they became winged monsters with the face of an ugly old woman and equipped with crooked, sharp talons. They are represented as carrying off persons to the underworld and inflicting punishment or tormenting them. Those persons were never seen again. The Harpies were driven away by Cailas and Zetes, the Boreads, and since then they lived on the Strophades. The Harpies were probably the personification of storm winds.
They are: Aello, Celaeno, and Ocypete.


Incubus and Succubis

In medieval European folklore, the incubus is a male demon (or evil spirit) who visits women in their sleep to lie with them in ghostly sexual intercourse. The woman who falls victim to an incubus will not awaken, although may experience it in a dream. Should she get pregnant the child will grow inside her as any normal child, except that it will possess supernatural capabilities. Usually the child  grows into a person of evil intent or a powerful wizard. Legend has  it that the magician Merlin was the result of the union of an  incubus and a nun.
A succubus is the female variety, and she concentrates herself on men. Etymology: (Latin) incubare "to lie upon, in, with".


Jack-in-Irons

A very dangerous giant who haunts the deserted roads in Yorkshire. He is covered with chains and the heads of his victims. His weapon is a large club with spikes.


Jack O'Lantern

Many mistakenly believe that Jack O'Lantern was a damned soul, doomed to wander listlessly forever, or that pumpkins carved into Jack O'Lanterns are supposed to hold souls. While the former is partially true, it casts a negative shadow on the true story of Jack O'Lantern, which goes something like this There once was a farmer named Jack who was both very lazy and very quick-witted. Now one day, the Devil came to Jack to tempt him, but Jack tricked the Devil into climbing a tree. The Devil couldn't climb down, and asked Jack for help. "On one condition," Jack replied. "That you not allow me into hell." The Devil couldn't very well refuse, so he grudgingly agreed and Jack helped him down. As everything does, eventually Jack died. He went straight to hell, but the Devil kept his word, and wouldn 't let him in. Jack travelled to heaven, but he'd been so bad during his life, they wouldn't let him in heaven either. So Jack hollowed out one of his gourds (it was originally a turnip) and made a lantern out of it.  Even now he wanders the face of the world, trying to find somewhere he can stay...
Jack is generally described as very tall and lanky, but not unlikable. He is also personified in two works that I know of: "The Halloween Tree" by Ray Bradbury, as Carapace Clavicle  Moundshroud, and in Tim Burton's film "The Nightmare Before  Christmas", as Jack Skellington. Jack O'Lantern is analogous to Jack o' the Shadows, or Death Itself.