6. Billy (Saw Series)
Although Billy isn't actually sentient, he is the embodiment of the fear created by the usually nowhere-to-be-seen John Kramer AKA Jigsaw in the Saw movies. He's a puppet who is used by Jigsaw to communicate with his test subjects by delivering recorded messages, often appearing on a television screen or occasionally in person to describe the details of the sadistic traps and the means by which the test subjects could survive. Viewers have sometimes incorrectly identified the puppet itself as Jigsaw, because of its presence and connection to the killer, but he is actually just Jigsaw's messenger, essentially. Indeed, Billy has never actually been referred to by name in the movies, but the writers have christened him "Billy" as a means to refer to him. He is a terrifying little fellow, riding on his creepy little bicycle and, for having the ability to inflict that fear, he is awesome.