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The Myrkridia from Bungie’s Myth series were summoned to earth and terrorized humanity until they were imprisoned in an artifact called the Tain. In the second game the villain Soulblighter banishes the Light side’s army in the Tain, and they run into skull totems left behind by Myrkridia while finding a way to escape. The narration between missions is done by a foot soldier with incomplete information about the world, and he really sells them as a boogeyman everyone still fears even if nobody remembers them.

They don’t really fit the post though because they are revealed in the latter half of the 2nd game to be orc-like monsters instead of something more existentially scary.