This is why I want a field guide on yokai.
If you like reading and care for actual Japanese Folklore aside from moe-fied and westernized version that Touhou presents, i suggest that you check out the works of Patrick Lafcadio Hearn, alias Koizumi Yakumo, in particular
Kwaidan/Kaidan, a collection of Japanese Horror stories. They are a good gateway for those not overly familiar with far-eastern folklore, and even for the Japanese they are a good compilation of legends from all over the archipelago.
The man, ofcourse, is himself an inspiration for Touhou, with many characters' archetypes arising from within
Kwaidan itself. From his Christian and Japanese names, we get the names of two, allegedly interwined Touhou characters.