La Llorona/The Weeping Woman

You may have heard your mom or your grandma warn you about the Boogey-man or even tempted fate as a kid by bravely (or stupidly) chanting, "Bloody Mary" into a mirror; but they have nothing on La Lorona. The Weeping Woman is a dangerous combination of malevolent spirit and urban legend, haunting the southwest United States and Mexico. Join the club if you dare as Ro tells the haunting tale and reports a few "eyewitness" encounters.

Sources:

https://en.wikipedia.org/wiki/La_Llorona

https://www.legendsofamerica.com/gh-lallorona/