Some people hold that fairies are a class of "demoted" angels. One popular story held that when the angels revolted, God ordered the gates shut; those still in heaven remained angels, those in hell became devils, and those caught in between became fairies. Or it is said that they have been thrown out of heaven, not being good enough, but they are not evil enough for hell. This may explain the tradition that they have to pay a tithe to Hell. As fallen angels, though not quite devils, they could be seen as a subject of the Devil. There is a similar concept in Persian mythology,which concerns the peris, a fairy like creature referred to as a fallen angel.
Another belief is that fairies were demons. This belief became much more popular with the growth of Puritanism. The hobgoblin, once a friendly household spirit, became a wicked goblin. Dealing with fairies was in some cases considered a form of witchcraft and punished as such in this era. Disassociating himself from such evils may be why Oberon, the king of fairies in A Midsummer Night's Dream, carefully observed that neither he nor his court feared the church bells. The belief in their angelic nature was less common than that they were the dead, but still found popularity, especially in Theosophist circles.
A less-common belief is that fairies are actually humans; one folktale recounts how a woman had hidden some of her children from God, and then looked for them in vain, because they had become the hidden people, the fairies. This is parallel to a more developed tale, of the origin of the Scandinavian huldra, an extremely beautiful female creature with a penchant for kidnapping male colliers or farm boys and who has a cow's tail.
They are fairies; he that speaks to them shall die. I'll wink and couch; no man their works must eye.
William Shakespeare
The Merry Wives of Windsor.
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