These are various groups of children that play jumprope in the various versions of ANOES.
See below for the details.
the original film series
Throughout the original film series, we see several of them appearing to the characters.
A Nightmare on Elm Street (1984 film)
In A Nightmare on Elm Street, one group of apparently living Jump Rope Children appear in the garden of Springwood Senior High School in what appears to be the physical world.
Another group appears near 1428 Elm Street in what appears to be a dream Kristen is having. These may be some of Freddy's pre-death victims.
A Nightmare on Elm Street 2: Freddy's Revenge
A Nightmare on Elm Street 3: Dream Warriors
In Kristen's first dream, two girls move the rope, while a boy jumps it, boy and a girl throw a ball back and forth to each other, and a girl rides a tricycle.
The Dream Master
The Dream Child
Freddy vs. Jason
In a dream, there are three jump rope children in a cemetary in front of 1428 Elm Street. The hint really isn't subtle here.
book adaptations of films 1-6 of the original film series by Bob Italia
A Nightmare on Elm Street
In the first scene, it is explicitly stated that they are a group of living children in the physical world.
A Nightmare on Elm Street (2010 film)
In a dream, they appear inside the Dream World's version of Badham Preschool.