A lot of cotton. And some reindeers. Yup, that's it!
And the Grim Reaper doesn't live somewhere in this world. Haven't you played Grim Fandango? A lot of reapers, but none of them lives in our world.
And about the boogeyman, he doesn't exist. It's just a dream. Inside a computergame named Zak McKracken. Inside the big nose that chases Zak in the dream in the start.
But his brother is tied up under my bed. He used to make a lot of noises when I was small, but now he's pretty quiet. Maybe I should check. Or maybe it's just a trap. I should really not check. I shall just forget about him. Oh no! You reminded me! I feel sick. *Pukes*