I have heard of most of the Irish ones but a noted omission is a Banshee, which is incorrectly only associated with Scotland here for some reason. I imagine Banshee were common across Celtic groups so its likely known in Scotland too.
One of my favorite things that I stumbled on in Austria was Krampus, but I wasn't there during the time of year that I'd have seen a Krampus festival. I can't remember how it came up. Typical memory mush from whirlwind conferences.