Quite a few good ideas gone in already so I'll just list one of my favourites..
The Mountain Mirage - a creature that appears to each PC as whoever, including animals, they would like to see at that time. If carefully used you can have it lead away a PC thinking that he is following another PC they were looking for, or whatever else springs to mind. This creature should make its entry at the right moment, when tension is already building.
As the name implies I had it living high in a snow-filled mountain pass, but I see no reason why it can't have cousins that live in swamps, graveyards, old ruins, etc...