Skinwalker

A skinwalker is a creature from Native American folklore that lives in Arizona.

History
The skinwalker isn't really said to be a creature, but a socerer that can turn into any animal he or she wants to be. The individual has to murder one of his or her family to become a skinwalker. A skinwalker has the ability to mimic the voice of anyone it wants to. In order to transform into a specific animal, he or she must acquire the pelt to acquire the spirit and power of the animal. However, a skinwalker gains a new natural form that resembles a werewolf. There is an area in Arizona called skinwalker ranch where numerous strange occurences have happened including skinwalker activity.

Episode
The skinwalker in this episode is female and as been killing sheep of the Miller family in Arizona. Andy catches the skinwalker on video when he and his father Sam goes to a pen to check up on a pregnant sheep. The skinwalker is making strange growling noises and is carrying a coyote pelt. Later on in the day, Sam spots a coyote and shoots at it, but the animal disappears. Andy tracks the animal's tracks, but notices the tracks turn into that of a human's. Then the skinwalker mimics the voice of Andy's mother to distract the two into believing the voice is coming from the radio of Sam's truck. The distraction works as she kills the pregnant sheep and snatches the newborn lamb. She then makes coyote noises to communicate with a pack to cover her escape. Andy however catches her again on tape as she stands on a large rock. Later on in the evening, the skinwalker appears before Andy and Sam and gets hit by Sam's truck. She quickly drops her pelt with the lamb, turns into a coyote off screen and vanishes into the night. Her coyote form is again caught by Andy. The skinwalker ceases her attacks soon after, but is still fairly active in the area.

Trivia

 * It is unlikely the skinwalker in the episode is killed because the coyote form in the final shot seems fine.