Sorry for the wall of text, the story isn't short, but it is creepy as fuck.
Context: A popular history teacher at my old high school takes a group of kids on a backpacking trip through the national parks in southern Utah/northern Arizona every spring, and the year I went, he dropped this story on us at the camp fire, while we were camping on Navajo Mountain, where the story takes place.
Btw, this teacher is very sensible, well-liked, and equipped with a keen bullshit detector. He assures us that while he doesn't normally believe 'ghost' stories and the like, he's convinced the man who told him this story is for real.
The tale: Navajo Mountain, which sits on a reservation in northern Arizona is reputed to be under the patrol of several skin-walker spirits, creatures also known as Native American shape shifters.
Unlike shape shifter lore attributed to other tribes or locations, the skin-walkers of Navajo mountain are bloodthirsty beings, whose purpose, it seems, is to protect the cultural relics which can be found at ancient sites around and throughout the mountain. Because the site hosts a plethora of ancient artifacts such as arrowheads, pottery shards and artwork on rock faces, in great abundance (I saw lots of these artifacts when we camped there, and we were strictly warned to touch none of it,) the site attracts merchants looking for items to gather and then sell to tourists, it is said that the skin-walkers of Navajo Mountain have taken to killing hikers who disturb the artifacts, and then taken on the "shape", or skin of the victim. Here's my teacher's story, which happened about ten years prior to my class trip in 2001:
My teacher traveled to Navajo mountain on his own to do some hiking and visiting the sites of the rock drawings for his summer vacation. He had been on the mountain a couple of days when a summer storm rolled through, and the lightning got too close to his campsite for comfort. He was only about a mile from his rented car, so he hiked down and headed in to the nearby town to wait out the storm and restock on food and water. While he was in town, he took refuge in the local bar, and was approached by a man who he said, 'had dead eyes.' The man sat down near my teacher and looked at him for a minute before asking, 'doing some camping around here?'
My teacher looked at him and said that yes, he was spending some time on Navajo mountain, but was waiting out the storm with a beer. The man nodded, and said, I've seen some crazy shit on that mountain. Intrigued, my teacher asked him what he'd seen, and the man told him his story.
The man used to be a roadside merchant, who had a reservation-issued permit to pick up common artifacts from the area, such as pottery shards and small stone tools, granted to him due to some Navajo ancestry in his family. The man had two brothers - one older and one younger, who would often comb the mountain for objects they could sell at their stand, to tourists driving through. Once day, the man asked his younger brother to head up to the mountain and see if he could find some artifacts to restock the stand, and told him he would be by in a few hours with the truck, to pick him up. The brother said sure, and set out to hitch a ride to the site.
A couple hours later, business was drying up for the day, so the man set out to find his brother, and see what he had been able to salvage from the mountain. He drove up to the dirt lot and parked his truck, and started calling for his brother. As he wandered up the path, calling out, he heard a voice, snickering. The voice sounded like his little brother, and as he continued up the trail, calling his brother's name with growing unease, the snickering grew to a very deep laugh. According to the man, the laugh froze his blood, as he was certain it sounded like his brother, except that his brother never laughed like that. After about 100 yards, the laughter had grown quite loud. The man described it as 'humorless and dead.' Rounding a rock outcropping, he saw his younger brother standing, about 50 feet up on a cliff, his throat slit and his eyes glowing, staring at him and laughing. When it saw the man, it stopped laughing, turned its head to the sky, and howled. The man turned and ran as fast as he could, back to his truck. He could hear the creature that used to be his brother in pursuit, and later came to realize he was only saved by the fact that it had been up on a rock face, and had to get down to give the man proper chase.
The man made it to his truck, and high-tailed it out of the park. Looking in his rear-view mirror, the man saw the creature chasing him down the road, pacing the truck about 50 feet back, and running on all fours. The creature never stopped grinning for the entire, short drive to the man's house. The man made it inside and locked the door. Looking out the window to his front yard, the creature sat in the middle of his lawn, grinning at the window, and still dripping blood from where his brother's throat had been ripped open.
This continued for two days, and the man was unable to leave his house. Occasionally, the creature would laugh its horrible laugh, or howl at the moon.
On the third day, the man called the local medicine man for advice. The town's shaman was highly disturbed by this news, and advised the man to stay in his house until the moon started its waning phase. At that point, he advised, the Skinwalker should become bored, and return to it's patrol at the mountain. The shaman expressed his sympathies for the loss of the man's brother, and assured him he would chant and pray for the spirit to move on.
Fortunately, the man had enough food and water to wait the five or so days for the moon to pass it's full phase and start to wane. On the second night of waning, the man went to his window and saw that the Skin-walker was, indeed, gone.
Giddy with relief, the man called the shaman to tell him the good news. The shaman asked the man if he had seen his older brother recently, as nobody in the town had seen him in a few days, and there was no one running the brothers' roadside stand. The man said he had not heard from him, but that he was going to head back up and check out the mountain, as he had a sudden feeling of certainty that that is where he would find his older brother.
The man got in his truck and headed up to the dirt lot. Upon parking his truck and swinging open the door, he heard a familiar sound, that laughing. Except this time around, it sounded like two voices. This time, he didn't even have to get out of his truck to find what he had come up to the mountain for - his two brothers were standing on top of a rock face, visible from the truck, both grinning at the human that used to be their brother, and staring, both dripping blood from their gaping necks.
The man jumped in his truck and floored it back to town. He didn't even look in his rear-view until he got to the edge of town, and when he checked, nothing was following him, only his memories of his brothers' dead laughter.
TL/DR Don't fuck with Native American spirits.