I love horror, and choosing a story was tough. There's one that always stuck with me since childhood when I was living in Brazil: The Legend of the Headless Mule.
The Headless Mule is a monstrous mule with a bright flame where her head should be. Her horseshoes are made either of silver or steel and make a loud noise as she gallops. Even though she supposedly has no head, she can be heard neighing in the distance. Sometimes, the neighs turn into terrifying screams and wails.
One of the oldest versions mentions the Headless Mule being a queen that often visited the cemetery at night. One day, her husband decided to follow her and was horrified to discover his wife eating a child’s corpse. Being found out, she transformed into a monster and galloped into the woods, never to return.