In the lore of Scandinavia, Scotland, and Ireland, when God cast out the arrogant angels from heaven, they became the evil spirits that plague mankind, tormenting us and inflicting us with harm.
The ones who fell into hell and into caves and abysses became devils and death-maidens.
However, those who fell onto the earth became goblins, imps, dwarfs, thumblings, alps, noon-and-evening-ghosts, and will-o'-the-wisps.
Those who fell into the forests became the wood-spirits who live there: the hey-men, the wild-men, the forest-men, the wild-women, and the forest-women.
Finally, those who fell into the water became water spirits: water-men, mermaids, and merwomen. These angels were condemned to remain where they were, becoming the faeries of seas and rivers, the earth, and the air.
Origins of fairies