I'm not quite positive what kinds of lanterns these are. From the looks of it though, I'm guessing they are images of various Buddhist demons or wrathful deities. Hanging on the walls of an underpass as a sort of palate cleanser between groups of lantern sculptures at the Seoul Lantern Festival.
One of the great things about Seoul is, there seems to always be some sort of cultural festival or other unique event going on. While Cheonggyecheon is a great place to visit when the weather is nice out, this festival is a good reason to visit even when it's on the chilly side.