That girl that played kiss catch with you after school - she steals children, turns them into mice and chases them through her garden. If she catches them, she eats them and leaves their heads for the other children to find.
That gentleman that watches the dance recitals - he takes the best dancers, sets them on fire and makes them dance in his fireplace to warm his cold hearth. If they burn out to ash, he scatters them on the wind.
The old lady that cleans your house? If you don't pay her, you have to clean her house until every one of the countless rooms are clean. First you have to pick up the bleached bones of the last cleaner.
There is a place, full of terrible beauty and burdensome duty, blinding light and lurking shadow, burning love and freezing fear, where stories are told because that is all the occupants know, where madness is codified and the sane wither and die.
People from our world are dragged into this world, bent to its needs and used until they're spent. A process that can take days or centuries.
In place of these lost souls the occupants leave behind a model made of string, gaffa tape and rags, leaves, twigs and old bones or Lego, glue and tin foil. These mockeries live the lives of the stolen so no one ever notices they're gone.
Every now and then, someone escapes back to our world. Or is released. Or is sent back. They find the world has turned without them, that they've aged faster or slower than everyone else and that there's this thing pretending to be them.
Back in our world these survivors gather in loose communities, attracted to the only other people who could possibly even begin to understand, the only other people they can trust to run or fight or hide if these things come back for them.
It's a bit like: Pan's Labyrinth, Hellboy II, The Lady in the Water, Spirited Away, Howls Moving Castle, Coraline, the Sandman