Well, since I'm always looking for answers, I put out a survey to my mailing list and to my Facebook followers. The response was amazing!
So far, the leader is the Banshee.
The banshee (/ˈbænʃiː/ ban-shee), from Irish: bean sí [bʲæn ˈʃiː] ("woman of the barrows") is a female spirit in Irish mythology, usually seen as an omen of death and a messenger from the underworld.
In legend, a banshee is a fairy woman who begins to wail if someone is about to die. In Scottish Gaelic mythology, she is known as the bean sìth or bean nighe and is seen washing the bloodstained clothes or armour of those who are about to die. Alleged sightings of banshees have been reported as recently as 1948. Similar beings are also found in Welsh, Norse and American folklore.
In legend, a banshee wails nearby when someone is about to die. There are Irish families who are believed to have banshees attached to them, and whose cries herald the death of a member of that family. Most, though not all, surnames associated with banshees have the Ó or Mac prefix, indicating their name is native to Ireland, not descended from invaders. They were also associated with the Airlie clan. Accounts of banshees go back as far as 1380 with the publication of the Cathreim Thoirdhealbhaigh (Triumphs of Torlough) by Sean mac Craith. Mentions of banshees can also be found in Norman literature of that time.
Traditionally, when a person died a woman would sing a lament (in Irish: caoineadh, [ˈkɰiːnʲə] or [ˈkiːnʲuː], "caoin" meaning "to weep, to wail") at the funeral. These women are referred to as "keeners" and the best keeners would be in high demand. Legend has it that for great Gaelic families – the O'Gradys, the O'Neills, the Ó Longs, the McCnaimhíns, the Ó Briains, the Ó Conchobhairs, and the Caomhánachs – the lament would be sung by a fairy woman; having foresight, she would sing it when a family member died, even if the person had died far away and news of their death had not yet come, so that the wailing of the banshee was the first warning the household had of the death.
The Ó Briains' banshee was thought to have the name of Eevul, and was ruler of 25 other banshees who would always be at her attendance. It is thought that from this myth comes the idea that the wailing of numerous banshees signifies the death of a great person.
In later versions, the banshee might appear before the death and warn the family by wailing. When several banshees appeared at once, it indicated the death of someone great or holy. The tales sometimes recounted that the woman, though called a fairy, was a ghost, often of a specific murdered woman, or a mother who died in childbirth.
Banshees are frequently described as dressed in white or grey, often having long, pale hair which they brush with a silver comb, a detail scholar Patricia Lysaght attributes to confusion with local mermaid myths. This comb detail is also related to the centuries-old traditional romantic Irish story that, if you ever see a comb lying on the ground in Ireland, you must never pick it up, or the banshees (or mermaids – stories vary), having placed it there to lure unsuspecting humans, will spirit such gullible humans away. Other stories portray banshees as dressed in green, red, or black with a grey cloak.
One explanation for the origin of the banshee is in the screech of the Barn owl (Tyto alba). The nocturnal hunter is known for its chilling screech and has long been associated with agricultural activities in Ireland, attracted to the rodent activity around grain stores and barns.
The banshee can appear in a variety of guises. Most often she appears as an ugly, frightening hag, but she can also appear as a stunningly beautiful woman of any age that suits her. In some tales, the figure who first appears to be a banshee or other hag is later revealed to be the Irish battle goddess, the Morrígan.
The banshee may also appear in a variety of other forms, such as that of a hooded crow, stoat, hare and weasel – animals associated in Ireland with witchcraft.
In 1437, King James I of Scotland was approached by an Irish seer who was later identified as a banshee who foretold his murder at the instigation of the Earl of Atholl. There are records of several prophets believed to be incarnate banshees attending the great houses of Ireland and the courts of local Irish kings.
In some parts of Leinster, she is referred to as the bean chaointe (keening woman) whose wail can be so piercing that it shatters glass. In Kerry in the southwest of Ireland, her keen is experienced as a "low, pleasant singing"; in Tyrone in the north, as "the sound of two boards being struck together"; and, on Rathlin Island, as "a thin, screeching sound somewhere between the wail of a woman and the moan of anowl".