DUENNES - How they are created into the being that they become is unsure but they are described as "spirits of children who died before they were baptized and as such, they are fated to roam the forests of Trinidad, practicing their wide repertoire of pranks, mostly on living children who are enticed away into the forest and are then left abandoned."(monstropedia.org)
They are sexless, their feet are turned backwards and they have no faces (although they do have small round mouths). On their rather large heads they wear huge mushroom-shaped straw hats. Duennes are accused of stealing (live) children and/or luring them away from the safety of their homes to certain danger or death. To prevent the Duennes from calling your children into the forest, never shout their names in open places, as the Duennes will take their names, call them and lure them away in your voice. For those who know literature it is reminiscent of the poem "Stolen Child" by William Butler Yeats:
Away with us he's going, the solemn-eyed -
He'll hear no more the lowing, Of the calves on the warm hillside
Or the kettle on the hob, Sing peace into his breast,
Or see the brown mice bob, Round and round the oatmeal chest
For he comes - the human child
To the waters and the wild
With a faery, hand in hand
From a world more full of weeping than he can understand
LIMBO - There are many folklore tales of lost children, foundlings, changlings and unbaptised dead children. Perhaps these folklore came about because of the church and it's teaching on unbaptised Children and peoples understanding of Limbo.
...the unbaptized baby's soul goes into a state of limbo. In this state, the baby's soul enjoys happiness and contentment for eternity, but lacks the perfect joy of being with God. In other words, it is excluded from Heaven, but does not suffer the ravages of Hell or Purgatory, either.
The theology of LIMBO has been revised. The International Theological Commission (of the Catholic Church) was urged to do extensive research on this question because of the ever growing number of babies who die without the chance to be baptized. Due to the high incidence of abortion, in addition to baby deaths due to disease and war, it has become more urgent for the Church to research and clarify their official opinion on this matter.It now stands as this:
"We can say we have many reasons to hope that there is salvation for these babies." Perhaps these babies do go to heaven. However, "perhaps" is the important word to note. The Church is not saying that they positively go to heaven, but that there is a possibility that they do enjoy eternal salvation after all.
The term Duenne probably came from the time of Spannish occupation of the island. There is a spannish word "duende". A duende is a fairy or goblin like creature. It is more comonly used as a music term. Music that has soul or passion is described as "tener Duende".
GRAVE SCAB - Another folklore of unbaptised children come from scottish lowlands.
it was considered unlucky to step upon "unchristened ground" (the graves of stillborn or unbaptised children) and any who did were said to catch "grave-merels" (or "grave-scab") an illness that causes difficulty of breathing and trembling limbs as well as the burning of the skin as if touched by a hot iron. The only way for this to be relieved was for the unfortunate to wear a sack made from lint grown in a field using manure from a farmyard that has not been disturbed for forty years, spun by the mythical figure Habetrot, bleached by an honest bleacher in an honest miller's milldam and sewed by an honest tailor.
LUTIN - Cajun folklore speaks of the Lutin (loo-tan)which is the spirit of a baby who died before he/she was baptised. The mischievous Lutin plays tricks and pranks on the living.
MYLINGS - In Scandinavian folklore, Mylings are the phantasmal incarnations of the souls of unbaptized children that had been forced to roam the earth until they could persuade someone (or otherwise cause enough of a ruckus to make their wishes known) to bury them properly. The myling (also known as "utburd") is said to chase lone wanderers at night and jump on their backs, demanding to be carried to the graveyard, so they can rest in hallowed ground. Mylings are thought enormous and apparently grow heavier as they near the graveyard, to the point where any person carrying one (or more) could sink into the soil. If one should prove unable to make it into the cemetery, the myling kills its victim in rage. The word "utburd" means "that which is taken outside" and refers to the practice of abandoning unwanted children (e.g. children born out of wedlock or to parents who lacked the means to care for them) in the woods or in other remote places, where death is almost certain to befall them. It is believed that the ghosts of the child will then haunt the place where they had died or, as told of in countless stories, the dwellings of their killers.
WILL-O-THE-WISP - Ghosts associated with unbaptized children come in various shapes and sizes depending not just on country, but in local regions. Some british folklore have them appearing as Will-o-the-Wisps, in parts of Yorkshire they appear as nightjars and in Cornwall and Devon as Pixies. On the Isle of Man folklore suggests that an unbaptized baby would be tasked throughout eternity to carry a light within it’s hands (somewhat similar or Will-o-the-Wisp I assume). A will-o'-the-wisp is a ghostly light seen by travellers at night, especially over bogs, swamps or marshes. It resembles a flickering lamp and is said to recede if approached, drawing travellers from the safe paths. A folk belief well attested in English folklore and in much of European folklore, the phenomenon is known by a variety of names, including jack-o'-lantern, hinkypunk, and hobby lantern in English.
I am pretty sure that other Catholic cultures have similar stories. Perhaps you know of other similar folklore creatures? Let me know.