Mr. Gryle the banshee plays a fairly big part in the Discworld novel Going Postal. If this was a spoiler for you, I'm sorry. Anyway, on to the sketch.

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I tried to base his look on the few descriptions of him there are in the book, which (aside from an appetite for pigeons) includes a wiry, bird-like skeletal look, several rows of teeth and leathery, coat-like wings.