They would have to switch the Slender Man with someone that would fit the ES lore better, but I wouldn't mind quests like this.
My immediate thought was Jack The Ripper (Completely unrelated to ES but yeah). He stalked the women he murdered for some time before actually physically confronting them. Though, If put into the game there would be some changes to his persona, IE killing both men and women and not just women, Using time-appropriate methods of murder. (Surgically removing organs from victims with precision cuts from surgical blades back in midevil times... Not likely.)