Parallel worlds are simply other dimentions which overlap each other in the same space, but do not cross each other. Some creatures have the ability to cross over into these universes like in the poplular anime series Pokemon, where some of the pokemon, especially the legendary ones, can often cross in and out of other worlds with ease by creating portals in time and space such as Dialga and Palkia.
Parallel dimensions are often associated with being mirror worlds and there are many urban legends that pertain to mirrors being portals for demon or for the evil reflections within that world. In the horror film Mirrors, starring Kiefer Sutherland, an evil force uses the mirrors as a semi gateway into the actions of people in the reaal world. It even starts off with the evil force causing a man to kill himself by controlling his actions.
A typical urban legend concerning mirrors is Bloody Mary. There are various ways of talking to/summoning her, but it always ends bad, with the summoner usually being killed. In Paranormal Activity 3, there are two scene where the characters of the film play Bloody Mary, which leads to the children constantly being tourmented by a demon/Mary.
Another legend is the Demon of the Mirror; a simple nickname for an evil and demonic entity (known as The Pacemaker) bent on stalking his prey and causing utter insanity in his victim.
There is also a myth about a demon who can grant wishes. By placing two mirrors together, facing each other, at midnight you wish for something. The demon will walk out of one of the mirrors and will ask for your soul when your wish has been successfully granted. The wish is almost instantaneous, if not occuring after a few hours or the next day.
