Hmm. Facts you say? I think it would be hard to provide facts about beings whose very existence is in dispute. What can be provided is beliefs which mirror the beliefs that such creatures exist.
I'm honestly not sure if it's how this question is worded, or if I'm reading into it too much. To that end I'll provide two answers to cover each possibility.
1. Every society has mythical creatures in their origin, each with their own lesson to tell and some more obscure than others. I would like to suggest that beings such as angels, demons, and ghosts are not mythical creatures in that they have a strong presence in almost every society one can name. Werewolves exist as a warning against the primal, animalistic instinct among all of us, and how that we must actively fight to remain human lest distrastrous results ensue. While I certainly don't claim to be a werewolf or any such thing, I am very easily influenced and agitated by the phases of the moon. The vampire, as originally explained in Greek legend, is known as a vrykolak. They are the bodies of evil men who died and refuse to cross over, continuing their own existence by drinking the blood and inhaling the breath of the living. Strigoi in Romanian legend are similar. This suggests to me that it's a warning against dealings with wicked men. Another mythological creature I think on is Peg Powler, also known as Jenny Greenteeth. She inhabits inland streams and millponds, waiting to pull in and devour passing children. This one is a warning used to scare children to avoid such places way back when drowning was a worry.