Tardigrades, also known as water bears.
Hummingbirds.
Werewolves.
Vampires.
Cupachabras.
Kelpies.
Banshees.
Keldeo's at least seemingly got a little kelpie in it, though how much might be debatable. Misdreavus also seems to fit the bill for a banshee pokémon if you ask me, though then again, it's got some other elements.
And by the sounds of it, rockruff is going to evolve into a werewolf-esque pokémon, so that seems to be a thing.
There are a lot of interesting worms. You could have an earthworm(either Ground or Ground/Bug type), bristle-worm(Water, with almost anything), a flatworm(Ghost type would be beast), or my personal favorite a velvet worm(Arceus knows what type, but I would give it a moveset that causes paralysis)
So true, it's a real wonder worms have been pokéfied to such the small degree they have (the insect-like ones the pokédex calls "worms" notwithstanding). I'd say the closest would be giratina and zygarde, but the earthworm is one obvious creature that's gone ignored by the developers for a strangely long time. I'd love a ghost-type planarian, and yes, the velvet worm is just begging to be pokéfied.
I mean, just watch
this video. Take one good look at the tomopteris and tell me that isn't a pokémon already (also, check out the pugiporcinus, it's pretty much a real life solosis).
Do we have a Manatee poke yet? Can't recall.
Not unless you count dewgong (I certainly don't) or possibly quagsire's borrowing some manatee elements (though they're pretty subtly incorporated, so it's pretty much a salamander).
I've said this before, but there really ought to be more insects. Seeing as both insect collecting was the origin of the concept of Pokémon to begin with, and there are just so many kinds of insects in the world, it's a bit of a wonder how much of a short end of the stick the bug type has had as a whole. The last generation released literally only had one family of them, and used a type of insect that had more than one line of pokémon representing it. There's just such a wealth of inspiration that can be drawn from them that's being overlooked.
Beetles alone would be worth looking into. There are some really obvious candidates like the bombardier beetle and dung beetle that haven't been touched. Other ones like giraffe weevils or sexton/burying beetle seem like pretty good candidates as well. And then there are the bugs (I mean the actual bugs, the insects in the hemiptera order), which only have one pokémon representing them (2 if you count shuckle, but if you want to be really strict, only surskit). The aquatic ones especially, seeing as the only water/bug type loses its water type when it evolves. It's pretty surprising giant water bugs haven't been thought of, seeing as if I'm right, they're pretty well known in Eastern Asia (don't remember if Japan itself has them), and I could totally see a line incorporating it with other water bugs like the water boatman and backswimmer (maybe even give the boatman some elements of traditional boats). As I've also said on a thread like this earlier, I'd love to see a line combining a rat-tailed maggot with a water scorpion, what with their similar snorkel-like breathing mechanisms.
On the other end of the spectrum, it might be cool to incorporate some more parallels to real-life metamorphosis cycles. The one line of dragonflies starts right out in adult form. It would be really cool for there to be a dragonfly/damselfly naiad pokémon, seeing as they're pretty cool water predators, and perhaps it can even evolve into the bug/dragon-typed dragonfly everyone expected yanmega to be. Orthopterans could also use some real representation (I love kricketune, but it's barely cricket-like apart from its chirping). Stick insects would be cool too (it's a bit of a wonder that wasn't the first thought for grass/bug). Cockroaches are conspicuously absent too. Also, aphids. I really think ledyba and ledian need some prey.
I'd say the top of my wish list would probably be a termite. Specifically, a representation of the Azande Dakpa termite oracle. There's no bug/psychic type so far, and this idea of an insect with clairvoyant properties fits the bill perfectly, not to mention being a creature that isn't a pokémon already. On top of that, this would be a pokémon with an African cultural inspiration, which Pokémon has pretty much given little attention apart from the Egyptian-inspired ones. By the looks of how gen. 7 is going, most of the unused type combinations are going to old pokémon, but I think this would be just perfect for the first psychic bug.