Bogeyman

The Tenth Doctor likened the Toclafane, a Gallifreyan fairy tale, to the bogeyman. (TV: The Sound of Drums)

Odd Bob the Clown described himself as a bogeyman when he told Sarah Jane Smith that the children he took would ultimately not return, noting that he would not be feared if he brought them back from "Never Never Land". (TV: The Day of the Clown)