But first, some vocabulary to know! I will write the term in Japanese, then the romanized pronunciation, then the translation.
あやかし - Ayakashi - A catch-all term for something strange and unexplainable
幽霊 - Yuurei - Ghost妖怪 - Youkai - Demon
化け物 - Bakemono - Monster
お化け屋敷 - Obake yashiki - Haunted house
怪談 - Kaidan - Ghost story
And now, for the star of our post...
怨霊 - Onryou - The Vengeful Female Spirit
I picked the onryou to go first because I'm willing to bet that all of you know this one, even if you're giving me a blank look right now. If you've seen The Ring or The Grudge - if you've even seen a commercial for either of those films - you know what an onryou is. The onryou is easily the most popular mythological character in Japanese horror today.
The onryou is a spirit, almost always female, in the grip of powerful rage or sadness. She died an unhappy death, and she wants everyone around her to pay for it. Unlike most Western ghost stories, there is no 'unfinished business' to take care of here: an onryou's desire for vengeance is never sated. She won't stop, even after the one who wronged her is long dead.
The image we are familiar with from recent movies became popular through kabuki. In order to make the onryou characters in these plays stand out, there would be three simple visual cues: a white burial kimono, stringy black hair, and a bluish tinge to their skin.
The most famous onryou character is Oiwa from Yotsuya Kaidan, or A Yotsuya Ghost Story. (Yotsuya is a district of Tokyo.) Oiwa was disfigured by a poison and cast aside by her husband, Iemon. She dies shortly after and becomes an onryou, annihilating the family who disfigured her and psychologically torturing her husband until he ruins his own life. As you will quickly find, Japanese ghost stories don't tend to end happily.
Also, random fact: when I studied in Tokyo, my university was in Yotsuya, and my apartment was in Nerima, where The Grudge films take place. Thankfully I didn't run into any onryou while I was there. It's a good thing, too! Out of all the ghosts and monsters from Japanese folklore, the onryou has to be the worst one you could run into. The comforting thing about our own ghost stories is that the ghost's motives make sense, but the onryou's do not. No matter what you do, it won't matter. Once you cross her path, she won't stop until she has you. But like I said, I managed to avoid her, so I should be--
-- she's standing right behind me, isn't she.