Yuki-onna

Yuki-onna
A female apparition sometimes encountered on snowy nights, usually described as having white hair or skin, being cold to the touch, or otherwise being similar to the frigid winter landscape. Although she is often thought to come out during snowstorms or during a full moon, in some regions the snow woman is said to make her appearance on a fixed date.

The  yuki-onna is considered the spirit of the snow itself, or perhaps the ghost of a woman who died in a snowstorm, but according to one source, the  yuki-jorō of the Oguni area of  Yamagata Prefecture is believed to have originally been a princess of the moon. Tiring of life in the heavens, this lunar maiden descended on a snowfall to investigate the earth, only to discover she could no longer return to the sky. She still appears on moonlit nights when the snow is deep.

 According to some versions, she appears holding baby and asks travelers to hold it for her. When they do, they’re found frozen to death the next day.