Cerberus

Cerberus is an enormous semi-transparent ( he grows more visible the closer you are to death), pure-bred rottweiler found at the gates to the Underworld and in The Lightning Thief, he is in front of the Easy Death Line. One of the children of Echidna, he is the only one who works for the Olympians directly. The dog has three heads and one body and likes to play with Mrs. O'Leary. One of the labors of Hercules. As mentioned, he is semi-transparent so he is hardly seen but appears large when he brings you close to your death as Percy said. He is the father of the hellhounds, by Nyx.

The Lightning Thief
In The Lightning Thief, Percy, Grover, and Annabeth encounter Cerberus and Annabeth manages to "tame" him by using a large red ball and some skills she learned at obedience school. Annabeth plays with Cerberus using the red rubber ball while Percy and Grover sneak past him. After Cerberus chomped the rubber ball, Annabeth tells him that they will play again someday and goes through. Although she wipes a tear from her cheek because she knew that she could never come back and play with him.

Later when speaking with Hades, Percy mentions to him that he should play with Cerberus more saying that "he likes big red balls."

The Last Olympian
In The Last Olympian, Mrs. O'Leary plays with Cerberus when Percy and Nico are in the Underworld trying to carry out their plan for Percy to jump in the River Styx. He, thankfully , does not follow Percy and Nico to the River Styx.