Source: Dungeons & Dragons
Location: Mostly the Abyss AKA Hell
Threat Assessment: 8. A demon lord. That means he commands a host of other demons. He himself is chock full of mystical energy. He also has two baboon heads and tentacles capable of the most horrid damage.
Limitation: Not many. Mostly rivalries between itself and other demons and godlings. In other words, you meet Demogorgon you better PRAY...