There are several urban legends around where my mom lives (a Native American reservation) that pretty much everyone genuinely believes. Among them in a devil creature.

A few months ago I dropped my mom off in a neighboring town at her friend's house. They all apparently got into a big fight and she walked up to police station at like 1 AM to report it. When she got there, an officer rushed her inside, asking her why she was out at night. She reported the assault and told them that she was going home, which was to her town about ten miles away. The officers told her that they weren't going to let her walk there. Not because it was ten miles, but because it was dangerous for her to be out at night on account of the creature. She knew the stories about the devil, but never really believed them, but here these officers were, with genuine fear in their eyes, telling her that it was very real and that they would give her a lift to the next town.

There's also countless stories about a deer woman, little people, and a tall man thing (my mom has apparently had a personal experience with this entity, I guess) that I hear about occasionally when I visit.

I don't know if there's any truth to any of it, but I do know that it keeps people in at night.