A man keeps a bug collection until he finds a glow worm in a graveyard and takes it home. His bugs begin to disappear one by one from his collection. His wife, ever disapproving of a habit she considers gross, says, good but it become increasingly obvious when she starts to glow that she isn't quite herself anymore.
A shepherd inherits money from a relative he didn't know existed and moves to his relative's estate, taking his sheep with him. His sheep begin to show signs of sickness. When one turns on him and bites him, he comes to believe they are possessed by some feral spirit.
A wet spot on the old castle wall seems to change shape, offering a different message or picture every day to the young woman who lives there. Clearly a sentient entity, it moves all around her home (following her) and befriending her. After a while, the spot leaves the wall altogether and is consumed by the wonders of having a physical form.
While traveling through a heavily wooded forest, a group of fearless young people learn about hidebehinds the hard way. Unfortunately, the only way to get someone back once they've been taken is to have a conversation with one of the monsters- a task which falls to the group's only youngest and only remaining member.
HIDEBEHINDS ON WIKI: [link]
A child has several conversations with a person she doesn't realize to be the infamous mothman. While the child's ignorance would normally get her killed, the mothman convinces her to work for/with him by bringing him raw meat and by being his lookout as he resides in her family's deserted barn.
MOTHMAN ON WIKI: [link]
UPDATE: Rereading the wiki article on the mothman freaks me the hell out. I know it was almost certainly just an eagle owl or a crane, but the stories are scary.