Kentucky Hellhound

Origins:

Per Season 2, Episode 1 of the Mountain Monsters TV show, the Kentucky Hellhound appears in the night, coal-black in color with a height of 4 feet and weight of 450 pounds, preying on cattle.

While it comes from a proud line of Big Scary Black Spirit Dogs (henceforth simplified as "Black Dogs") that date back to a 1577 pamphlet from East Suffolk, England, the Kentucky Hellhound was first (supposedly) reported in 1939 by Moonshiners. This tale was prominent during Prohibition. While this creature doesn't seem to be specific to any one place in Appalachia beyond "Kentucky and adjacent", lore since has placed it firmly in Pikes County, Kentucky.

Given that Black Dogs are a common element in local folklore (you can probably find at least one in any of the U.S. states) and that Hellhounds were popular in fiction and song at the time (e.g. Robert Johnson's 1937 blues song Hellhound on My Trail), in all liklihood the Kentucky Hellhound was a story made up by Moonshiners to keep people from trespassing and finding their illegal operations.

There a fun fact often shared online that the Kentucky Hellhound was given a $200 bounty in 1940, though I've yet to confirm that myself.