Gengar, hands down.
Just go read its Pokedex entries!
"Under a full moon, this Pokémon likes to mimic the shadows of people and laugh at their fright."
"Appears to attack people who get lost in the mountains. Said to be the culprit behind shadows that laugh in the moonlight."
"Sometimes, on a dark night, your shadow thrown by a streetlight will suddenly and startlingly overtake you. It is actually a Gengar running past you, pretending to be your shadow."
"It is said to emerge from darkness to steal the lives of those who become lost in mountains."
"On the night of the full moon, if shadows move on their own and laugh, it must be Gengar's doing."
"It hides in shadows. It is said that if Gengar is hiding, it cools the area by nearly 10 degrees F."
That is frigging scary.