The New Jersey Devils are named after the Jersey Devil, a beast of legend.
Per Wikipedia:
According to popular folklore, the Jersey Devil originated with a Pine Barrens resident known as Mother Leeds. The legend states that Mother Leeds had 12 children and, after finding she was pregnant for the 13th time, cursed the child in frustration, crying that the child would be the Devil. During 1735, Mother Leeds was in labor on a stormy night while her friends gathered around her. Born as a normal child, the 13th child changed to a creature with hooves, a goat's head, bat wings, and a forked tail. Growling and screaming, it killed the midwife before flying up the chimney and heading into the pines. In some versions of the tale, Mother Leeds was supposedly a witch and the child's father was the Devil himself. Some versions of the legend also state that there was subsequently an attempt by local clergymen to exorcise the creature from the Pine Barrens, or that the creature proceeded to kill local children.
So, yeah. Animal of some sort.