Neat question!
La Llorona (which literally means "the mourning one" or "the wailing one") is a modern Mexican folklore legend about a ghostly woman who wanders at night, weeping for her lost children; depending on the version of the story, she drowned them because their father had abandoned her, because she had seen a vision that they would grow up to oppress their people, out of jealousy that they received more love than herself, or because she thought having no children would win her the attention of a man she loved. In all versions, she is unable to live with herself and dies shortly thereafter, and then wanders near watersides and crossroads looking for them as a restless ghost. Hearing La Llorona's plaintive cries is said to be a bad omen that might herald death, and she is also believed to steal children she finds out alone after dark, believing them to be her lost children but inevitably drowning them as well.
There are tons of possibilities for La Llorona in Scion, depending on how you want to use her. I think she'd probably be at her best as an antagonistic figure for Hero-level Scions to overcome (or help, if they take pity on her), but you could definitely play with her power level and motivations if you wanted to.
If you want to be a literalist, La Llorona could simply be a ghost, somehow exempt from being dragged down into the Underworld. Perhaps Xolotl missed her, or else took pity on her and let her keep roaming the world while she looks for her lost kids, or maybe someone even used Fate Prison on her as punishment for her crime; if you consider most souls in Mexico to be subject to the rules of the Aztec underworlds, it's likely that the children are in Tlalocan, Tlaloc's paradisaical afterlife for children (especially drowned ones), so she probably won't ever find them without help. Scions who are moved by her plight might try to find a way to convince Tlaloc to let her into his Underworld, or to release the children to be reunited with their mother; those who are more concerned with the fact that she shouldn't be here might be more inclined to try to get her properly dropped into Mictlan where she belongs, or to find some way to stop her from harassing the locals.
On the other hand, she might be some kind of nasty Titanspawn creature, killing mortals and stealing children in vengeance for her own sorry state. She is particularly reminiscent of a kind of frightening Aztec spectre, the cihuateotl, a ghostly woman who died in childbirth and haunts crossroads looking for living men to seduce or children to steal:
Not something you want to encounter alone in the middle of the night. And if you really want to amp the power level up, it's even worth noting that La Llorona's legend is strikingly similar to that of the Aztec goddess Cihuacoatl/Itzpapalotl, who abandoned her son Mixcoatl at a crossroads, later felt remorse and tried to retrieve him, but could never find him again and weeps as she continues to search. Itzpapalotl is a Titan and thus way too powerful to be running around the streets of modern Mexico, but she is the leader of the cihuateteo and La Llorona might be a servant or lesser manifestation of her, still looking for the lost child.
Modern Mexican writers have also often conflated La Llorona with the figure of La Malinche, the Aztec lover of Cortes who may or may not be partly responsible for the fall of the Aztec empire (everyone is very busy still arguing about how much of that was her fault). We've talked about ways to use Malinche in a Scion game before, but considering her to have become the mourning Llorona, perhaps weeping for the loss of her own children, Cortes or the civilization that fell around her, might also be an interesting and resonant choice.
La Llorona's legend, despite being modern, has a lot of echoes of ancient stories folded into it, so it's definitely an awesome place to work with both modern folklore and Aztec myth. Just don't let her catch you on a cold, dark road some lonely night, and mothers, keep your kids indoors.
