The length of this Desert is so great that 'tis said it would take a year and more to ride from one end of it to the other. And here, where its breadth is least, it takes a month to cross it. 'Tis all composed of hills and valleys of sand, and not a thing to eat is to be found on it. But after riding for a day and a night you find fresh water, enough mayhap for some 50 or 100 persons with their beasts, but not for more. And all across the Desert you will find water in like manner, that is to say, in some 28 places altogether you will find good water, but in no great quantity; and in four places also you find brackish water.
Beasts there are none; for there is nought for them to eat. But there is a marvellous thing related of this Desert, which is that when travellers are on the move by night, and one of them chances to lag behind or to fall asleep or the like, when he tries to gain his company again he will hear spirits talking, and will suppose them to be his comrades. Sometimes the spirits will call him by name; and thus shall a traveller ofttimes be led astray so that he never finds his party. And in this way many have perished. - Description of the Desert of Lop, from book 1, chapter 39 of The Travels of Marco Polo
The Lop Desert is an enormous expanse of sand and clay, which covers twenty thousand square miles of what is now the Xinjiang region of north-western China. It was once famous for its 'singing sands': dunes in which the sand particles, vibrating in unison, create waves of sound that can be mistaken for voices, musical instruments, or even the roaring of distant cannon. Marco Polo and his contemporaries, of course, chalked the noise up to malicious spirits trying to lure travellers to their deaths. This being D&D, I'm going for the latter option.
The Lop Desert looks like this. Have fun navigating your way through that one.
So: certain particularly desolate stretches of desert are inhabited by a race of invisible spirits, known as the Cruel Ones. Being stuck in the desert has made the Cruel Ones so miserable that the only way they can bring any pleasure into their lives is by tormenting one another, playing vicious tricks on each other and mocking the resultant misfortune; but they are all so miserable to start with that even the cruellest prank can't make its victims much more unhappy than they already are, so the amount of entertainment to be gained from such antics is rather limited. They ruthlessly torment any animals who wander into their lands, with the result that those animals usually either die or wander right back out again; indeed, their presence is part of the reason why their deserts remain so desolate. Their favourite victims, however, are human travellers.
Unlike normal spirits, the Cruel Ones cannot be placated with worship or offerings: they don't care about any of that, although they might pretend to as part of a spiteful trick. All they want to do is hurt people, or - better still - trick people into hurting each other or themselves. They are more like schoolyard bullies than sophisticated sadists, and they have no interest in elaborate forms of physical or psychological torture: they just want to cause their victims ever-greater amounts of pain, fear, frustration, and misery, before ultimately luring them deep into the heart of the desert and leaving them to starve to death. If their victims die in a sufficiently extreme state of fear and rage, then their spirits will be too agitated to find their way out of the desert and into the afterlife; instead they will wander endlessly in circles, becoming more and more frustrated, until finally they snap and become a Cruel One, too. Thus the cycle of abuse continues, and the desert claims another victim.
The desert also has ruins like these in it, which you just know are going to be seven kinds of haunted.
The Cruel Ones are invisible, and they only make sounds when they want to: otherwise they are inaudible. They are expert mimics, and can imitate almost any noise exactly: the neighing of horses, the crying of a child, the voice of one of your fellow-travellers, and so on. They have sort-of-physical bodies - holding one feels like gripping onto a mass of pouring sand, which is constantly threatening to cascade between your fingers and slip away - but they tread so lightly that they do not leave footprints even on soft surfaces, and being soundless and invisible they are very difficult to detect before it's too late. Their strength is no greater than that of an ordinary human, but they don't really feel pain and they regenerate physical damage almost instantly.
Cruel Ones: AC 18 (12 if you find some way to make them visible), 2 HD, +1 to-hit, teeth and claws (1d4 damage), FORT 13, REF 14, WILL 15, morale 8. Permanently invisible. Cannot be killed except by powerful magic, and regenerate 5 HP every round.
Being part of a caravan which has attracted the attention of a Cruel One sucks. First it's just little things, like sabotaged water canteens and cut reins and time-wasting side-tracks to investigate where those voices are coming from; then it gets more serious, with lamed horses, stolen provisions, and demonic howlings that keep everyone up all night. Finally, it'll graduate to murdering people and using their mimicked voices to lure the whole group deep into the desert, before stealing their food and water and leaving them to perish. If you're being persecuted by Cruel Ones, your best bet is to get the hell out of the desert as fast as you possibly can, as they won't travel beyond its edges. If that's not an option, there are three basic ways of dealing with them: you can trap them, trick them, or win them over.
Trap them: Cruel Ones can't be killed - you can stab them, but they'll just heal right back up - but they can be trapped: caught in nets, tripped into pits, pinned to the ground with spears, wrestled to the floor and tied up, and so on. Years of playing spiteful tricks on each other has made them very good at spotting traps and ambushes, but ultimately they're not all that bright, and a sufficiently cunning trap will probably do the trick. Once trapped, their fellow Cruel Ones will eventually come and free them - but not before spending several days or weeks spitefully mocking them, by which point you'll hopefully be long gone.
Trick them: Cruel Ones are only clever when it comes to thinking of ways to torment people. In every other matter, they're frankly pretty stupid, and an intelligent traveller should be able to come up with all kinds of ways to trick them into going elsewhere: persuading them that there's a much more tempting band of victims over those dunes, for example. Would-be tricksters should be careful of discussing their plans before putting them into action, though - you never know when an invisible Cruel One might be lurking nearby, listening in on everything you say. Cruel Ones also hate being tricked, and will do horrible things to people who have deceived them, so make sure that whatever lie you tell them will buy you enough time to get out of the desert before they can catch up with you!
Win them over: At base, the Cruel Ones are cruel because they're miserable: they're stuck in a desert, there's nothing to do, they all hate each other, and they can't find their way out, so they take their frustrations out on anyone that comes in range. (Note that their lostness is spiritual rather than physical: they know where the geographical borders of the desert are, they just can't work out how to disentangle the desert they're trapped in from the deserts that their souls have become.) A sufficiently empathic and persuasive traveller might be able to persuade a Cruel One to find a more constructive way to spend their life; they might even convince them to take up religion, and potentially find their way on to a real afterlife rather than hanging around a desert for the rest of eternity. This is not an easy option: the Cruel Ones will be convinced that every overture made to them is a trick designed to trap and humiliate them, and they will ruthlessly take advantage of anyone who lets their physical or emotional guard down in their presence. With sufficient empathy, charisma, and persistence, though, it might just be possible to pull it off...
There used to be a colony of Cruel Ones in the deserts south of the Wicked City. The Wicked King sent a gang of his Renunciates to catch them all, and drag them back to the city in cages; then he started experimenting with grafting their weird, regenerating limbs onto human bodies. The resulting unfortunates are known to the inhabitants of the city as the Maimed - but they're probably worth a whole post of their own...