In Yume Nikki there are enemies that can catch you and trap you in inescapable places. There are enemies much like that in Yume 2kki, here is the list.
Witches/Shadow Woman
These are the equivalent to the Toriningen from Yume Nikki. If they catch you, they trap you in a small area or maze you can not get out of. On Uboachan.net and a YouTube video, she has also been referred to as "PMS-chan".
Clowns
Exactly the same as the Shadow Woman, but in a more creepy clown look. They give out a creepy laugh whenever they catch you. On Uboachan, somebody has nicknamed them Pennywise.
Shadow Bird
Doesn't exactly chase you, but moves at an average speed and traps you if you interact with it or it catches you. On Uboachan, someone has nicknamed it Crowdude. It appears to be based on The Mothman.
Shadow Gloop
A blob that actually chases you, but is way to slow to even worry about. Has a slight resemblance to Gulpin form Pokemon. Someone on Uboachan has nicknamed it Fats.
Shadow ???
A big enemy that chases you, but is very slow. On Uboachan, it has been nicknamed Gonks.
Shadow ???
A big enemy that chases you, but is very slow.
Bug Girl
The enemy that chases you when you chainsaw her to get the bug effect.