I've heard a few stories of Aussie cryptids, like there supposedly still being Tasmanian Tigers, or the story about there being big cats in the bush, supposedly mascots left behind by WWII soldiers. The only story from up my way I can think of is when there were sightings of a crocodile in the Noosa river, far south of their usual range, but to my great surprise that one turned out to be the real deal.
My favourite would be the Giant Sandworms of the Gobi Desert. They're just so silly. I also like the yeti stories and anything involving giant snakes.