Lady of Pain
The Lady of Pain is one of the primary figures of the Planescape campaign setting. She is an immensely powerful being who protects the city of Sigil from outside forces. Despite being at least as powerful as any known deity, she accepts no followers, and is known to respond to those who try to worship her with extreme violence. While most Cagers don't like to invoke her name lightly, the phrase "Her Serenity" is commonly used to refer to the Lady of Pain.
She is left deliberately statless to prevent powergaming players trying to fight her or actually coming up with ways to defeat her in combat, and is automatically assumed to win whatever fight she gets into. Her attacks basically go like this: The Lady of Pain floats toward you. Her shadow falls over you, and you feel the pain of ten thousand knives flaying the flesh from your bones. You die. The only way to defend against the Lady of Pain's attacks is to grab your character sheet before the DM manages to tear it up.
If she knows what's good for her, she stays the fuck away from 15th level 4th edition rogues (how can She cast a shadow on herself?), Pun-Pun, and the Neutronium golem (for the last two examples it's unclear what sort of rules lawyering can be concocted to overcome a statblock that A:doesn't exist and B:consists of "I don't think so")(But since she is lawful neutral, you could annihilate her by making all lawful neutral characters retroactively not exist(just destroy any locations outside time first(like the far realm)))(for the neutronium golem, dealing 10% of her max hp in damage and destroying sigil as a free action will have to suffice).
It is common for DM's to kill her off with their BBEG to show how strong the campaign villain is. "oh mah gawd, da villeen just keeled da ladee of pain, he's soo stwong." Needless to say this is the sign of DMs who are so fucking retarded that you should seriously consider rebellion or physical violence. Why? Well that would be because killing the Lady of Pain would wreck the absolute balls out of not just Planescape but actually every single thing in every single book for every single setting within the same game system. Seriously. If something can kill the Lady then they are not only the new omnigod of everything, but they are more powerful than everything else ever put together (ie the forces that have failed to kill her) in which case they aren't so much a big bad as they are fucking ludicrous and beyond the realm of anything any possible player characters could do to combat them.
Nobody knows exactly what she is. There are rumors that she's part of a group called the Ancient Bretheren (or the Elders), who predate the gods and include such beings as Jazirian, Ahriman and Mok'slyk, also known as the Serpent. When the latter empowered Vecna in his bid to take over the Multiverse and setting up shop in Sigil she was unable to drive him off: while she managed to force Vecna into a stalemate his presence there would have eventually destroyed the city and with it the Multiverse, necessitating the party to take him down. This puts her around the same power level as Mok'slyk, and while it gives some answers as to what she is and what her goals are it raises a lot more questions.