Yell hounds, AKA Yeth hounds, AKA, 'what the flying circus is that thing, and why does it exist?'.
Think big black supernatural dog. Okay, got it? Now cut off its head. Now drop it off in the woods and let it wander around for all eternity. And now you have a Yell Hound!
A Yeth/Yell hound is a kind of Black Dog found in Devon folklore. They wander the woods, make horrible wailing sounds, have a distinct lack of neck pluggers, and may be the spirits of unbaptized children. Because apparently one of the lesser known perks of baptism is protection against post-mortem infantile spiritual transmogrification.
Like most black dogs, hearing the noise they make is usually a good indicator that something (most probably you) is going to die very soon.