Brewer's: May Molloch
or The Maid of the Hairy Arms. An elf who condescends to mingle in ordinary sports, and even to direct the master of the house how to play dominoes or draughts. Like the White Lady of Avenel, May Molloch is a sort of banshee.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894