Banshee

The Banshee is probably one of the most well known stories in the world. The Banshee is a female spirit in Irish folklore. She is said to appear when a member of a certain family is about to die. She wails and shrieks just before they perish. 
She is said to be a member of the Sidhe, the fairy folk, and can appear as an old woman with long flowing hair and red eyes from crying. She is a bad omen to anyone who sees her.
She appears in many different stories, movies and TV shows.