The yuki-onna that appeared in the 4th anime was a initially an enemy who then became a friend of Kitaro. In the 5th anime, Aoi, a yuki-onna, is a spirit warrior.
Yuki Onna (雪女?, snow woman) is a spirit or yōkai in Japanese folklore. She is a popular figure in Japanese literature, manga, and animation. Yuki-onna is sometimes confused with Yama-uba ("mountain crone"), but they are not the same.