La Llorona (Maria, The Weeping Woman)

Dressed in white robes and weeping for her children up and down the river. Children are told to never go out at night, that Maria might snatch them and never return them. Also, those who resemble her children will be kidnapped or children who disobey their parents.

Her kidnapping, and in some stories she eats children, also resembles the Bogeyman.

The tale warns young women to not be enticed by status, wealth, material goods, or by men who make declarations of love or lavish promises.

Some believe that those who hear the wails of La Llorona are marked for death, similar to the Banshee. The Banshee and La Llorona both endlessly weep for the loss of life. Also similar to the Banshee, La Llorona has ben said to take human form.

WeirdU.S.:

Legend also has it that if you see her, you or someone close to you will die within a week.

WiseGeek:

She is forced to wander the earth as punishment for the murder of her children, or because she refuses to admit her guilt to God.

Irish Banshee

Banshees can appear as ugly hags or beautiful women. The appearance of the banshee could foretell death and those who see her tend to die in a violent way, such as murder. Her mourning call is usually heard at night and/or when someone is about to die.

In the book Banshees and other death warnings, all the stories speak of someone hearing a screech of some sort before a death occurred and some even seeing the creature.

The Banshee's method of foretelling death in olden times differs from present day; now she wails and wrings her hands, in the old Irish tales she is found washing human heads and limbs, or bloodstained clothes, until the water is completely dyed in human blood--this would take place before a battle.

Throughout the centuries her attributes and characteristics have changed somewhat.

One writer describes her as "a tall, thin woman with uncovered head, and long hair that floated round her shoulders, attired in something which seemed either a loose white cloak, or a sheet thrown hastily around her, uttering piercing cries."

YourIrish:

The first is that she is the ghost of a young woman who was brutally killed and died so horribly that her spirit is left to wander the world watching her family and loved ones warning them when a violent death is imminent.

The Banshee does not 'bring' death but warns that death is near and this gives the family a chance to prepare and it is not necessarily a violent death it may be of a family member that has lived to 106 yrs of age. She is there as an escort to ensure that the loved one passes safely to the other side.  

 IrelandNow:

Each Banshee has her own mortal family and out of love she follows the old race across the ocean to distant lands. Her wails or keen can be heard in America and England, wherever the true Irish have settled.

New World Encyclopedia:

The banshee is understood by the people of Ireland and Scotland as an omen of death and a messenger from the afterlife who would appear and wail at the house where a person was about to die. Such tales indicate the belief in the spirit world and the existence of spiritual beings who can communicate with human beings.  

C. Austin:

She is also seen as a fairy of death. There is little folk evidence to support Christian explanations that the banshee is a devil who wails for the souls that are lost to her as they ascend to heaven, or that they are familial guardian angels or souls of unbaptized children or even the souls of women who committed the sin of pride in life. 

Native Ghosts Storie(s)

On Indian Country Today Media Network.com, Ruth Hopkins talks about one of the ghost stories she learned as a child that was to teach one to take care of their hair, about medicine some people practiced, and warned one of the dangers of getting involved with men who seek to take advantage.

Finding A Creature...

At first I wasn't sure what creature to work with especially since there are so many. So, there are 3 that I'm sort of not sure on: Mermaids (from Russia & America), the Bogeyman (not sure which cultures to choose from), and Ghosts (not quite sure but I'm thinking from Native American & American culture).

Mermaids:

Russian mermaids sing to their victim (usually male) then pull them to their death.

American mermaids (the little mermaid) are nothing like that, they're kind...

Both have a lovely voice, mainly women.

(look up German mermaids)

Bogeyman also known as the "Sack Man":

From what I've gotten out of it, it's a man with a sack over his head, but in some cultures he's actually considered a monster. He's a kidnapper. He's overall a figure to get children to behave otherwise they'll be "taken away".

Ghosts:

Native American ghosts, or spirits, are more of our ancestors that we worship, give us guidance, and are our guardians. They come in many forms, from the moon being a spirit to trees, etc.

American ghosts are more scary and haunting

(look up Korean ghosts)

 
Make connections to movies, music, etc., religion of that culture.