Krampus - Large Fey (CR 15)

Ah Krampus. The internet loves him, and so do sites like this one. I have always resisted statting the happy little bugger up, as it gets done almost everywhere else at this time of year. However, as a father of four children, there are times when his ministrations would be welcome (I joke).

The next season of "Super Nanny" is going to be epic according to this publicity photo

So, although Krampus is a decidedly fiendish fellow, I decided that it actually made more sense for him to be Fey, as he hangs out with the likes of St Nick who is blatantly Fey (or angelic I guess). This also allows him to take children to his realm for moral realignment, without necessarily exposing them to the primal viciousness and evil of the daemonic dimensions.
Happy Yule Timmy. It's whippin' time!
For those that prefer Krampus to stuff kids into a sack, give him a special Bag of Holding that can hold up to five medium children at a time. 

Krampus hasn't really features in my games. There have always been dark entities that steal children, but this is usually for deeply sinister and nihilistic purposes. It seems likely however that he could be summoned with specific magics and bound to steal away specific naughty children, using ancient and unique spells of conjuration.