Milo

First appearance: Bad Milo (2013)

Duncan's having a crappy day. It gets worse when he discovers a strange demon lives in his lower intestines. This creature (who Duncan names Milo) is hell bent on killing the people who have been causing Duncan stress. Can Milo be contained? What happens to Duncan if Milo is killed? How does Milo fit up there?
Some of these questions will be answered, some are best left not thought about.
Not quite as gross as you'd expect. I've you enjoy the films of Frank Henenlotter you've seen more disgusting things.  

Blake

First appearance: The Fog (1980)

One hundred years ago on April 21, (1880) a bunch of jerks stop a rich man named Blake (who was a leper) from establishing a leper colony on the outskirts of Antonio Bay, California. First they took the gold he offered to buy the land he was going to use and then they cause the ship carrying Blake and his buddies to sink in the bay.
Now (1980) on the 100th anniversary of the shipwreck and founding of the town a heavy fog rolls in from the bay! Is there something in the fog? What's causing all the weird phenomena happening around town?
GHOST PIRATES?! Maybe. Whatever is in the fog is killing a lot of people. Is anyone safe. PROBABLY NOT!

Pretty good ghost story from John Carpenter. Remade in 2005 as a really terrible teen horror movie.
Check out the original it's spooky and atmospheric and Carpenter's score is pretty creepy too.

Jesus

First appearance: Fist of Jesus

Fist of Jesus is a short film about what happened when Jesus resurrects Lazerus. Features Jesus and his pal Judas fighting an army of Pheonecian, Roman and Cowboy zombies, completely historically accurate.
The producers are also raising money on Kickstarter to expand the short to a feature length film called "Once Upon a time in Jerusalem." The whole thing looks hilarious I'm looking forward to seek that movie get made.

Dr. Phillip K. Decker

First appearance: Nightbreed (1990)

Aaron Boone's got a problem. He wants to go to a place called Midian, a place where monsters live. At the request of his girlfriend he goes to see a psychiatrist. The Psychiatrist has his own secrets. Boone gets framed, finds the monster town and everything works out OK for everyone.
Sort of.
A much better Clive Barker movie than Hellraiser but for some weird reason not as popular. Lot's of cool monsters in the movie. Also David Cronenberg plays one of the creepiest masked slashers ever in this. SPOOKY!