Bogeymen are sentient creatures who are often considered undead though they technically are not, since they haven't actually died. Bogeymen take shapes to scare people, especially kids. Some bogeymen are more comfortable under a bed, behind a door, or in a cellar. One of the few ways to subdue a bogeyman is to put a blanket on his head. The theory goes that everyone knows Bogeymen disappear if you put the blankets over your head, and so by putting a blanket over a Bogeyman's head his belief in his own existance is impaired. Apparently, light blue blankets are most effective but no-one seems to know why (see Feet of Clay). There seem to be many bogeymen among the regulars at Biers, the bar for undead in Ankh-Morpork.
It is likely that the first bogeyman (The Bogeyman) that ever existed was the primitive anthropomorphic personification of fear, the darkness in the caves, the beasts outside the caves, the terrors of the night. It appears that this first bogeyman became the Original Tooth Fairy. This is explored in greater depth in Hogfather.
Known bogeymen include Schleppel and Shlimazel - note the extreme Yiddishness of the names. To "schlep" is "to lug awkwardly" or "to trudge"; whilst a "shlimazel" is "a very unlucky or inept person who fails at everything".