Well since you asked out there ... speaking of Cthulhu (which Wally was) ... besides being part of injun folklore, the Wendigo is also in the Lovecraftian literary tradition. Somehow or the other he got left behind when most of the tentacled tricksters got locked up or banished or put into crystals and stuff. I forget exactly why . Although over the years the Wendigo seems to have morphed from Old One status to werewolf status. But hey, who's counting and it is almost Halloween. And don't forget that the movie the 13th Warrior is about wendigos too.
posted by Tom Novak, who has never actually seen a wendigo in the wild - so can be safely categorized as being in the non-Titus Crow category.