Nameless things
"Far, far below the deepest delvings of the Dwarves, the world is gnawed by nameless things."
Words of Gandalf from The Two Towers III 5 The White
Rider
The secret and very ancient creatures that dwell in the dark depths of the world. Gandalf came upon them in the depths beneath Moria, but would say nothing of them to his companions. All we know of them is that they gnawed dark tunnels far beneath the earth, through which Gandalf escaped from the depths of the chasm beneath Khazad-dûm.
On the subject of these creatures, Gandalf says 'Even Sauron knows them not. They are older than he.' (The Two Towers III 5, The White Rider). Sauron is older than the World itself, so this can't be literally true, unless Gandalf means to suggest that the nameless things are Maiar (which seems rather implausible). Nonetheless, it is clear that these are very ancient creatures indeed.
Though you see...I truly never noticed what you speak of. It's amazing how easily things can just run past your when you're involved with something else.
But now that you bring it up it does prove interesting. However, I think that the 'nameless things' could be maiar. Just houseless. When Morgoth brought about vampires and werewolves and the other evils the 'nameless things' could be spirits of those. Maiar could wander without a shape or a form, even Gandalf did that and Balrogs were once fire spirits corrupted into shapes.
The nameless things could be anything, which does prove extremely intriguing.