Here in the North-Western US, we have the dreaded Jackelope, which is half jack rabbit, half antelope. Which makes perfect sense because if there is anything scarier than an antelope it is a jackrabbit (haha). True, it may not be the most fearsome monster, but it is ours and we love it...
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Here is a bit more about the jackelope... https://en.wikipedia.org/wiki/Jackalope
Oh I like this one, Amber mentioned it once