La Llorona is the main antagonist of the Grimm episode, "La Llorona", based upon on the creature of the same name.
Every year on Halloween, the La Llorona would kidnap three children and drown them in the river at midnight. According to the legend she drowned her own children, and did so hoping they would take there place.
In 1519, a Spanish Grimm who had traveled with Cortes to South America, heard the legend, and went to kill her to stop her reign of murder. However he apparently failed and was killed by her, as he never wrote another entry in his dairy.
Over the the centuries, dozens of Grimms investigated her, all trying to figure out what she was, as it was clear she was no Wesen, and find a way to stop her. As such her article in the diaries, had been translated into many different languages.
In 2007, she kidnapped three children in New Mexico, then moved to Texas, and then Colorado. By 2012, she arrived in Portland and began her game all over again. She kidnapped them with a sort of hypnotic song, that made them follow her, and kept them under her spell, she also had the power to move from place to place in the blink of an eye, and take an alternate form.
From examining his Grimm diaries, Nick managed to guess where she was planning to drown the children, he, Hank and another Wesen who had been the aunt of one her victims managed to arrive on the scene just in the nick of time. Nick pushed her into the river, the two began to wrestle, as she tried to pull him down, but Nick fought back and manged to seemingly strangle her, still underwater. She just simply faded away, for the first time in over 500 years, she failed to kill the children.