The Nightmares Before Christmas

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1. Joulupukki the Yule Goat

Sormi Poro
Where: Scandinavia Tradition: Joulupukki is the Finnish version of Santa Claus. He's half goat and he whips bad children with a tree branch. Need we say more?
Wordpress

2. Tió de Nadal

Wordpress
Where: Catalonia Tradition: Even among the other weirdos on this list, Tió de Nadal is a strange one. A friendly-faced log with a blanket over it's bottom half, children are encouraged to beat Tió de Nadal with sticks until it defecates Christmas presents from its rear end. And they sing this while they do it: "Caga tió, Caga torró, Avellanes i mató, Si no cagues bé Et daré un cop de bastó. Caga tió!" Which translates as: "Shit, log, Shit nougats (turrón), Hazelnuts and mató cheese, If you don't shit well, I'll hit you with a stick, Shit, log!"
Youtube

3. Knecht Ruprecht

Alicia Neal
Where: Germany Tradition: The evil sidekick of German Santa, Knecht Ruprecht is known to carry a long staff and a bag of ashes on his travels thrashing and abducting disobedient children.

4. Perchta the Belly-Slitter

Paul Alexander Hawkins
Where: Austria (and alpine Europe) Tradition: In mainland European folklore, Perchta wanders the alpine region on the 12 days of Christmas looking for children. To give them a lump of coal, you ask? To give them a good telling off? No, actually. Perchta's punishment for disobedient children is to cut their belly open and fill it with straw...

5. The Elf on the Shelf

Amazon
Where: USA Tradition: Dreamed up by American author Carol Aebersold in the early 00s, The Elf on The Shelf is Santa's little helper (or spy), who watches over families in the run up to Christmas and reports everything to Old Saint Nick, good and bad... The general consensus is that The Elf means harm.
Northloop

6. The Omnipresent, Omniscient Saint Nick

Creepy Santa Photos
Where: Global Tradition: Essentially an amalgamation of a number of other festive figures, Old Saint Nick has his origins everywhere. And his presence today, as the tradition goes, is just as far-reaching. "He sees you when you're sleeping", the festive song warns, "He knows when you're awake. He knows if you've been bad or good" (thanks a lot, stupid Elf on the Shelf) "so be good for goodness' sake". Terrifying.
Zazzle

7. The Yule Lads

The Yule Lads
Where: Iceland Tradition: The Icelandic answer to Santa Claus (and to the 7 Dwarfs by the looks of things), these 13 lads go 'on tour' at Christmas, dishing out presents and punishment to the relevant kids as they go. Their mother is the terrifying ogress Grýla (listed below).

8. Kallikantzaroi

Paul Alexander Hawkins
Where: Greece Tradition: Spending most of the year living underground, devilishly sawing at the 'World Tree' in an attempt to bring Earth crumbling in on itself, the Kallikantzaroi surface for the 12 days of Christmas to wreak havoc on mortals. By the time they return to their subterranean home on 6th Jan, however, the World Tree has regrown and recovered. Thus the Kallikantzaroi must begin the job again, in true Sisyphean fashion.
GPapanto

9. Gryla

Þrándur Þórarinsson
Where: Iceland Tradition: Grýla, the Christmas Ogress, is a three-times divorced giantess who - you won't believe this- roams the mountainside at Xmas looking for naughty kids. Unlike her other Christmas counterparts however, Grýla isn't interested in punishment; this cannibalistic cougar just wants to chow down on some fresh young meat. (She lives on a diet of children generally, but according to her the naughty ones 'taste best').

10. Krampus

The Atlantic
Where: Germany, Finland and Eastern Europe The Tradition: The most famous 'Santa's Sidekick' incarnation, Krampus is a beastly creature who roams the countryside looking to punish bad kids, often kidnapping them and taking them to the Black Forest. To do only Santa knows what...
Krampus