The Mothman
This urban legend started back in 1966, when 5 men were digging a grave in a cemetery in West Virginia, and they saw a figure with wings and glowing eyes fly over them. Moments later, two couples from Point Pleasant said they saw a grey figure with the same kind of eyes. From then, sightings began to increase.
The accounts of the mothman came to a head in December 1967, when the Silver Bridge collapsed and killed 46 people. Then the tragedy and the urban legend/mystery were intertwined.
Whether the sightings were a hoax or not, people believe that he still roams West Virginia, waiting for his next attack.