Wikipedia
La Sayona is a legend from Venezuela, represented by the vengeful spirit of a woman that shows up only to men that have love affairs out of their marriages. The name "Sayona" refers to the cloth the ghost wears which is a long white dress similar to a medieval undergarment. It also refers to the French term "sayon" that means executioner.
This legend is originated in the Venezuelan plains, where they claim that if you have a piece of tobacco in your pocket, the “omy” is not going to get you. The “sayona” is also known as the “ Llorona” or the crier, since a variation of the legend says that she is always crying with a baby in her arms. The legend claims that when this woman appears she asks for a cigarette or for a ride, and after a while when the victim tries to see her face, he notices that she has instead a skull with horrible teeth