Mothman hasn't been seen yet, but I can't imagine they would ignore the most well-known of them all. The video points to a museum for it on the map, but my money's on either a boss fight at Silver Bridge or the fabled TNT factory being a spooky raid dungeon.
Bizarre as it is, this is the first thing about this game that actually excites me (still not enough to get me to buy it yet, given all the other problems, but it's something). It fits in well with Fallout's goofier side -- which has already featured aliens for a while -- and I'm super interested in cryptid mythology and kooky backwoods monster sightings. Seeing some of the obscurest and weirdest ones realized in a triple-A title is genuinely cool.