Incubus

In medieval legend, an incubus (plural incubi; from Latin incubare, "to lie upon") is a demon in male form supposed to lie upon sleepers, especially on women in order to have sexual intercourse with them. A female version was called a succubus. There are several possible explanations for the incubus legends:

They form part of the well-attested Medieval preoccupation with sin, especially sexual sins of women.
Actual rapes of sleeping women were attributed to demons by rapists in order to escape punishment.
The feeling of smothering while sleeping is known to physicians. The modern term for this common disorder is sleep hypnosis or sleep paralysis.
Because of the weight given to sin in the Middle Ages, nocturnal arousal, orgasm or emission were explained away by the legends of creatures causing an otherwise guilt-producing and self-conscious behavior. Thus people could say they were not to blame for it; it was obviously outside of their control: they were a victim.

During the witchhunts, alleged intercourse with demons or with Satan was one of the purported sins for which women were killed.

There is a 1990s rock band called Incubus. Marillion have a song on their 1984 Fugazi album called Incubus, which plays with this sexual connotation. The lyrics can be found here. There is a movie called Incubus.