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.
Nobody knows exactly what she is. There are rumors that she's part of a group called the Ancient Brethren (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.
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.
...we joke about the above, but it is, unfortunately, common for certain kinds of DM to kill her off with their BBEG to show how strong the campaign villain is ("oh mah Gawd, da villain just keeled da lady of pain, he's soo strong"). Any player faced with such a brand of dumbfuckery should seriously consider rebellion or physical violence.
Ignoring that killing the Lady of Pain would wreck the absolute balls out of not just Planescape, but utterly unravel every single aspect of the game system's settings on a fucking submolecular level, anyone who COULD pull off such a hypothetical would be placed far beyond the realm of actually having to worry about any threat in existence, let alone the hapless player characters whose sheets got wasted on this drivel. To give you an example, there used to be this god named Aoskar. He was what would've been the perfect god for Sigil if ever it were to have one, and she fucking ONE-SHOTTED HIM with a snap of her fingers!
Very few sane players would try to take on a god, even if their character is at the max level with truly powerful gear (and in case of spellcasters, some really OP spells). The gods can do as they will to us, after all. In some editions some less-powerful gods might have one or two abilities that a PC would get a saving throw against... but the Lady of Pain can do as she wills TO a god. DO. NOT. FIGHT. HER.