* The Nazgûl: These are the nine Ringwraiths, the most terrifying figures in Tolkien's world. They are undead beings who serve Sauron, and they wear black cloaks and hooded masks.
* The Barrow-wights: These are ancient spirits who inhabit the barrows of the Barrow-downs. They are not specifically described as wearing cloaks, but they are ghostly figures who appear in shadowy forms.
* The Black Riders: This is another name for the Nazgûl, and they are described as wearing black cloaks and riding black steeds.
* Gandalf the Grey: While not scary per se, Gandalf wears a long grey cloak, and his initial encounter with the hobbits can be considered somewhat frightening.
It's important to note that many characters in Middle-earth wear cloaks, but the Nazgûl are the most prominent figures who would fit the description of "scary cloaked men."