( I added the "also" for things that don't really fit into the catagory but are still cool)
Shin Megami Tensei: Persona's Shadows.
Born from human's negative emotions they hide in strange places like The Dark Hour and the Midnight channel waiting to fulfill humanitys self-destructive wishes.
Guardian Shadows (minibosses)
Arcana / Full moon Shadows
Nyx Avatar http://www.youtube.com/watch?v=rWaMqt8DYUM (P3 SPOILERS)
Ameno-sagiri and Nyx
Also: Izanami http://www.youtube.com/watch?v=1945RUpRWyQ&NR=1 Erebus
Disembodied spirits of humans that have lost their connection to the living world and consume other spirits to fill their emptyness.
Created by the Millenium Earls from departed human souls to fight the Black Order.
Level 4 ( Transexual Baby angels?)