We have a squirrel who shows up in our backyard that we have nicknamed "The Cryptid".
Why you may ask?
Because for months we just kept seeing this huge, raccoon sized animal in the underbrush with a black bushy tail and were trying to figure out what it was.
Eventually he revealed himself to be the Andre the Giant of squirrels, and holy crap does he shake the trees as he jumps between them. He's nearly as big as Gus, our very large cat.
Still not sure he isn't just some mysterious spirit creature à la Appalachia.