Europe has a long tradition of portraying Santa Claus with a dark companion, one whose job it is to punish the bad children as Santa rewards the good ones. 

The Krampus

I first encountered the Krampus (sometimes spelled "grampus") in the Venture Brothers Christmas Special, "A Very Venture Christmas," but at the time I assumed they had made it up for the show.  Then this morning I was watching the Colbert Report, and when the Krampus made an appearance there, I realized that the Krampus hadn't just been invented by Jackson Publick and Doc Hammer.

The name "Krampus" comes from the old Germanic word for "claw."  (This is the same word that gives us "crampon," the mountain climbing shoe hook attachment.)  The Krampus is a demon that travels alongside Santa Claus, whipping bad children with birch branches and rusty chains.  In many parts of Bavaria, young men traditionally dress as the Krampus in the first two weeks of December and go running through the streets, frightening children.

The Krampus is hairy, horned, and sometimes lascivious.  It is considered a type of incubus, a demon which is more commonly associated with nighttime sexual attacks.  

Black Pete (Zwarte Piet)

In the Netherlands, Santa is accompanied by Black Pete.  The story is told that Santa and Black Peter used to fight, until Santa won their long standing conflict and enslaved Black Peter.  

Interestingly enough, in the early days both Santa Claus and Black Pete used to punish bad children.  This punishment (in many traditional Christmas songs) include kidnapping the children to Spain, which is where Santa Claus and Zwarte Pete were said to live on the other 364 days of the year.  However, that role was increasingly given to just Black Peter, leaving Santa Claus comfortable in his modern role as "good cop."

It should be noted that Black Pete has become a controversial topic in the modern Netherlands, as he is depicted as being "Moorish."  Unfortunately this requires the use of blackface and an afro wig, and many feel that Zwarte Piet hearkens back to the days when Dutch traders were instrumental in propagating the African slave trade around the globe.  The twin themes of "black skin" and "enslavement" are unfortunate to say the least.

Other of Santa's demon companions have not survived into modern times, or are far less well known than Krampus and Black Peter.  These include:

• Belsnickel of northwestern Germany, who is depicted as being covered head to toe with long flowing fur, and possessed of an unusually long tongue.  Belsnickel gives candy to good children, but leaves coal for bad children.
• Pere Fouettard ("The Whipping Father") accompanies Santa through France.  According to legend, Pere Fouettard was an innkeeper who slaughtered and robbed three rich children who passed his way.  When Saint Nicholas learned of the crime, he resurrected the children and enslaved Le Pere Fouettard.
• Knecht Ruprecht is a Germanic companion to Santa Claus.  In a sort of reverse trick-or-treat, Santa and Knecht Ruprecht would ring the doorbell of a home, and summon the children to prove they had been good by performing a song or dance.  Children who performed poorly would be beaten by Knecht Ruprecht.