cryptid
A creature known only from folklore or legend, the existence of which is not proven by scientific observation.
Now comes perhaps the cleverest tag of all: cryptozoology. It refers to the search for new animals, animals dwelling in unexpected places, and most importantly for "X-Files" scriptwriters, "cryptids"—legendary creatures such as the yeti.
Where it comes from
From crypt + -id. Coined by John E. Wall in 1983 in the ISC Newsletter.
Adapted from the Wiktionary entry cryptid (CC BY-SA 4.0).