悪魔, 精霊, and 幽霊 all have rather straight-up English equivalents: "demon/devil," "spirit," and "ghost." Others are a bit harder to pin down. Both 化け物 and 怪物 can mean "monster," with the former having a more folkloric sense; 怪獣 is frequently rendered in English as straight-up "Kaiju," since (as Paul Jensen notes) it's usually used specifically for giant movie monsters, and 妖魔 - well, that's an odd one. It's basically two different kanji for "supernatural" jammed up against each other: 妖 suggests something more along the lines of "enchanted" (like 妖精, "fairy"); not necessarily good, mind, while 魔 suggests something more like "occult" (魔法, "magic," and of course 悪魔 as described above); not necessarily evil, either. Shin Megami Tensei and Claymore both throw up their hands and use "Yo(u)ma" in translations; it's safe to say there's no direct English translation, but there's nothing stopping you from finding a halfway-suitable term and making it fit - or simply coining a neologism (or...archaeologism?).