"It was said that Mother Leeds had 12 children and, after giving birth to her 12th child, stated that if she had another, it would be the Devil. In 1735, Mother Leeds was in labor on a stormy night. Gathered around her were her friends. Mother Leeds was supposedly a witch and the child's father was the Devil himself. The child was born normal, but then changed form. It changed from a normal baby to a creature with hooves, a horse's head, bat wings and a forked tail. It growled and screamed, then killed the midwife before flying up the chimney. It circled the villages and headed toward the pines. In 1740 a clergy exorcised the demon for 100 years and it wasn't seen again until 1890."
Artist's rendition of the New Jersey Devil
It is due to this story that the New Jersey Devil is sometimes referred to as "Leeds Devil". There have been many sightings of the creature over the years throughout southern New Jersey and eastern Pennsylvania.
Reference: Wikipedia - New Jersey Devil