A cannibal spirit of Algonquian myth. Highly associated with coldness and famine, and are also embodiments of gluttony, greed, excess, etc. Some say that those overcome with greed turn into a Wendigo. All beliefs about the Wendigo agreed that humans could turn into a Wendigo if they become cannibals or if they are possessed by a Wendigo.
It was once described as "gaunt skeleton recently disinterred from the grave." They are large and grow even more with each human they eat.
"Origin: Canada. An abominable snowman from Canadian slopes. He is over 4.5 meters tall, with a skull-like head and thick white fur. He can run through the snow at great speed, killing and eating humans."
—Shin Megami Tensei A-Mode DDS Dictionary
Here, Wendigo appears under the influence of Ozawa's contract with the demons, guarding the prison in the basement of Shinjuku Mall--where the Psycho Diver is being held. When facing him, the Wendigo will ask the player if he's there under Ozawa's orders. If he says "no," the Wendigo will just push him back the way he came. In case the answer is "yes," he won't listen and will just attack anyway, forcing the hero into a fight with him.
Shin Megami Tensei: Strange Journey
"An abominable snowman of Canada. Its height is over five meters. It has a face that looks like a skull and its fur lets it run quickly in snow. It appears in villages and eats humans. Sacrifices are common to avoid being attacked."
—Shin Megami Tensei: Strange Journey Compendium
Shin Megami Tensei IV Apocalypse
Wendigo appears in the Sky Tower. It can also be obtained by allowing Jack Frost to evolve at level 26. Wendigo can teach the Mabufula, Oni-Kagura, Poison Breath and Power Punch skills through its Demon Whisper. Wendigo benefits from learning Ice, Physical and ailment skills. It also learns both of its hidden skills at level 31.
Devil Survivor 2
"An abominable snowman of Canada. Its height is over five meters. It has a face that looks like a skull and its thick fur lets it run quickly in snow. It appears in villages and eats humans. Sacrifices are common to avoid being attacked. It is said to be a type of spirit that dwells in mountains."
—Devil Survivor 2 Compendium
Persona 2: Eternal Punishment (PSP)
During part two of Tatsuya's Scenario, Wendigo is the demon that possesses Shiori Miyashiro during the NWO's failed attempt to give her a Persona. Speaking R'lyehian and calling for its master Ithaqua, Wendigo faces off against Tatsuya Suou. After fighting the demon, Tatsuya knocks it out and takes it to Igor in order to cure Shiori.
Devil Survivor
Wendigo makes an appearance in Devil Survivor at the end of the Day Before. He appears attacking Amane Kuzuryu, who temporarily joins the protagonist's party during the fight. The Wendigo is much higher level than the rest of the party, other than Amane, so the fight is essentially between them while Yuzu Tanikawa, Atsuro Kihara and the protagonist fight a couple lesser demons. Wendigo survives the fight and swears revenge before he retreats. With Wendigo gone, Amane also leaves the party.
The next day, the party receive a Laplace Mail on how three victims will be killed by a snowman. In fact, the snowman is Wendigo while the three victims are the party. The party fights Wendigo and beat it, ultimately averting their destined deaths.
Devil Survivor 2
"An abominable snowman of Canada. Its height is over five meters. It has a face that looks like a skull and its thick fur lets it run quickly in snow. It appears in villages and eats humans. Sacrifices are common to avoid being attacked. It is said to be a type of spirit that dwells in mountains."