The Wolf

Found in Kolyma.

In KQ2 this wolf tried to kill King Graham. It would sometimes show up in Grandmother's house sleeping in her bed.

Big Bad Wolf in the Unofficial Games
In the unofficial KQ2 (AGDI) the concept of "big bad wolf" was expanded into the evil version of the monk known as Llowh'wof and his brotherhood of werewolves, that were at odds with Caldaur and his family. He would also still show up in Grandmother's house later on in the game, but seeing him was completely optional.

Real world
The concept of the Big Bad Wolf is recurring in many fairy tales. This one is taken from Little Red Riding Hood, but Bad Wolves appear in the story of the Three Piglets and others.