Oh, Lord, so many to pick from. Ummm, let's see...
My cousin's mom used to tell him that if he wasn't asleep by midnight, either a werewolf would come and eat him, or a witch would come and steal his dick. Also, if we spent too long pooping on the toilet, a creepy hand would reach up through the toilet and fondle us. Also, having spent a lot of time in Asia as a kid, I used to panic if I was alone in the swimming pool because there was a water ghost a la Japan in there. Also, my old elementary school in Taiwan used to be a hospital, and we all thought the sealed off rooms in the basement (very dimly lit, btw) still had dead bodies in them. Oh, yeah, and I used to think that every school's restrooms in Asia were haunted by creepy Ring ghosts that come out at night. Yeah...East Asia's got some freaky shit.