Scylla

A sea monster from The Oddyssey. Wheras the Scylla was on one side of a narrow body of water, another monster called the Charbydis was on the other side. So to be stuck between a Scylla and Charbydis is a fancy way of saying being stuck between a rock and a hard place. 

Although, it also means choosing the better of two evils. In the myth, Oddysseus chooses sailing closer to the Scylla and only loses a few sailors. So you can easily see how it could apply to nasty decisions that world leaders have to make.