A lot of very strange things.
As far as skinwalkers go, sure, there are Navajo witches, with shapeshifting-oriented practices(which is not physical shapeshifting, and turning into animals, the reality of it is far more...intriguing).
As far as wendigos, I haven't met one directly, though I would presume they're out there. Either as vampiric spirits, or spirits of hunger, or something else. Sometimes, one just has to learn to look at the functions spiritually, or allegorically, for strange things to make sense.
Like countless descriptions of demons which claim they will "teach you how to fly" which is in reality the grimoire's fancy way of saying they teach astral projection.