Okay, here's the list, plus a few that I added after not seeing them in the original list and doing more research upon...
(I've only spent about 20 minutes on this, so there's tons more)
alholdes
apparitions
banshees
barguests
basilisk
black dogs
black-bugs
blackmen
bloody-bones
boggarts
boggleboes
boggles
boggy-boes
bogies
boguests
bolls
bomen
bonelesses
brags
breaknecks
brownies
brown-men
buckies
bugaboos
bugbears
bugs
bull-beggars
bygorns
caddies
calcars
cauld-lads
centaurs
changelings
chimera
chittifaces
clabbernappers
cluricauns
colt-pixies
conjurers
corpse lights or candles
cowes
cutties
cyclops
death-hearses
demons
Dick-a-Tuesdays
djinn
dobbies
dopple-gangers
doubles
dragons
dudmen
dunnies
dwarfs
Elf-fires
elves
fairies
fantasms
fates
fauns
fays
fetches
fiends
fiends
fire-drakes
flay-boggarts
follets
freiths
freits
friars' lanthorns
Gabriel-hounds
gallybeggars
gallytrots
gargoyles
ghosts
ghouls
giants
gnomes
goblins
golems
grants
gremlins
griffins
gringes
guests
gy-carlins Gyre-carling
Gyl-burnt-tales
gytrashes
hags
harpies
hell-hounds
hell-wains
hippocampus
hob-and-lanthorns
hobbits
hobby-lanthorns
hobgoblins
hob-headlesses
hobhoulards
hob-thrushes
hob-thrusts
hodge-pochers
hudskins
hydras
ignis fatui
imps
incubuses
Jack-in-the-Wads
Jemmy-burties
Jinny-burnt-tails
kelpies
kidnappers
kit-a-can-sticks
kitty-witches
knockers
kobolds
korreds
kors
kows
lammassu
lamias
lars
leprechauns
lian-hanshees
lubberkins
madcaps
mahounds
mannikins
maniticores
mares
mawkins
medusas
Meg-with-the-wads
melch-dicks
men-in-the-oak
minotaur
mock-beggars
mormos
mum-pokers
nacks necks
nickers
nickies
nicknevins
night-bats
nisses
nixies
nymphs
ogres
old-shocks
orcs
ouphs
pad-foots
pans
patches
Peg-powlers
pegasuses
phoenixes
pictrees
pigmies
pixies
portunes
puckles korigans
pucks
rawheads
redcaps
redmen
robinets
Robin-Goodfellows
satyrs
scar-bugs
scarecrows
scrags
scrats
shadows
shag-foals
shedu
shellycoats
sibyls
silkies
sirens
snapdragons
specters
spirits
spoorns
sprets
sprites
spunks
spurns
succubuses
swaithes
swarths
sylphs
sylvans
tantarrabobs
thrummy-caps
thurses
tints
tod-lowries
Tom-pokers
Tom-thumbs
Tom-tumblers
tritons
trolls
trows
tutgots
unicorns
urchins
vampire
waffs
waithsmiffies
warlocks
werewolf
whitewomen
wirrikows
witches
wizards
wraiths
yeth-hounds
zombies