Zero

Zero was a ghostly dog which appeared in the 1993 animated musical The Nightmare Before Christmas, directed by Tim Burton. He has also appeared in much of the related media, including several video games.

Description
A transparent little creature, Zero had the white face of a small dog and a body which appeared to consist of nothing more than a flowing sheet, as if a child had dressed his dog up to look like a Halloween ghost. His nose was his most striking feature, however, as it was shaped like a pumpkin and glowed brightly in the dark. Zero was Jack Skellington's pet, and followed his master faithfully wherever he went.

History
After Jack Skellington, the king of Halloween Town, discovered Christmas and decided that he wanted it for himself, he had a very special sleigh constructed to allow him to deliver his gifts across the globe. When a thick fog nearly prevented Jack from doing this, he noticed how brightly Zero's nose glowed and had him guide him through the dark night. When Jack was shot down by an angry military, Zero found his master and dutifully pieced him back together again.

Trivia

 * Zero is a clear reference to Rudolph the Red-Nosed Reindeer, whose own glowing nose is said to guide Santa’s sleigh on Christmas Eve.