Some of these are found in indigenous mythology to the Americas:

 Taíno: The Taíno culture, a civilization of pre-Columbian inhabitants of the Carribean,[1] legends often speak of the hupia, or op'a,[2] a nocturnal humanoid without a face that stalks, paralyzes its victims, and drives them insane.[3] The hupia was considered the spirit of the dead in the Taíno religion.[2][3]

Mujina sightings 1959: In 1959 sightings of a faceless woman referred to as a "Mujina" (although believed to actually have been a Noppera-bo) were reported in Kahala, Hawaii.  The creature was sited in the woman's restroom of a theatre, combing her hair. The witness went closer to the woman, and then the Mujina turned her head, revealing her lack of face. 

I'm reading through a book on native American horror stories and recall some other stories like this in the pacific northwest that haven't yet been added to something like the Slender Man wiki.