Algernon Blackwood's story "The Wendigo" is indeed a classic.
Read it and you'll never look at the north woods without the words,
"Oh! My feet of fire....my burning feet of fire" echoing in your brain. To make the whole of the outdoors completely scary, he also
wrote "The Man Whom the Trees Loved" and "The Willows."
Seems old Algernon wanted folks to stay inside.

Are there any legends, songs about a desert spirit like the
Wendigo?