Board Thread:Speculation House/@comment-220682-20160401062321/@comment-24757748-20160401073254

There definitely seems to be a connection between the Grimm and teleportation, like when Cinder seemed to have summoned a Grimm beetle from her glove.

It's also possible that the Black Shit®  is simply what they're made out of, which then evaporates upon death. If that's true, it's possible that it condenses into liquid again when there's enough negativity nearby, which would explain why the Grimm seem to come out of nowhere whenever there's Bad Stuff Happening™

There, headcanon to speculate about.