By the time Hans Christian Anderson is writing, the balance of population is beginning to shift from rural to urban. So places that their forebears might consider far preferable to moors and mountains - woods and forests (with their ready shelter and opportunities for foraging) become places of fear and apprehension for the new urban population in the same way that the moors and mountains were for persons in times past.
Anyway, this photo is from the stove in the picture above, taken possibly less than a minute later, but with the flash turned off. I was expecting a volcanic palette, but its come out in a sort of Emperor's Children colour scheme.
So now in our modern age, when those with the money are moving back out of the urban centres into more exclusive/suburban areas/outlying villages, it is the turn of the city centres to become the haunt of bogeymen and monsters. Of course these are mostly human now, rather than fey or monstorus.
Amongst the modern bogeymen we could list hoodies, rapists, terrorists and peadophiles. All of which are very present threats to the wider "us" and not really the subject for a quick 'fairy tale', although they do figure in some contemporary novels.
I have no idea what locations/people/monsters will the en vouge bogeymen of the future. Or what horror stories might arise (although '28 days later' and the BBC's 'Chimera' spring to mind).
WH40K presents us with a wide selection of bogeymen; from the obvious 'Nids, 'Crons & 'Orks through the more subtle Eldar and Tau to the elegantly self consuming Inquisition and SM. It does seem as if the poor ol' iggies are the only normal people out there...