Tulpa

A tulpa is a being created through focused belief and a magic symbol or two. If enough people belive in the same thing in the same place with the same characteristics it can manifest. The image on the right is the Tibettan symbol for a Tulpa but they are also found in abrahamic religion and ancient greek religious texts.

Identifying one:
This can be a bit tricky especially with the advent of the internet. A story on a website could change a tulpa from a ghost to a zombie to a vampire to man-bear-pig in a matter of hours.

The best you can hope for is to track a large number of killings in one place, a constantly changing story and the common symbols.

How to kill it:
Burn down wherever the symbols are located or somehow convince the person who started the whole thing to out his own story as a hoax.