Cerberus

Cerberus (Κέρβερος in Ancient Greek) 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.

Description
In The Lightning Thief, he stays in the front of the EZ Death Line. As one of the children of Echidna, he is the only one who works for the Olympians directly. Cerberus has three heads and one body and likes to play with Mrs. O'Leary and rubber balls. One of the labors of Hercules was to bring Cerberus from the Underworld to the Earth above. Hades agreed to let Hercules take Cerberus back to the world of the living, if he could remove Cerberus from the Underworld, with only his brute strength and without killing him. In that myth, when he took him out of the living world, Eurystheus immediately told him (by messenger) that to complete that labor he had to return Cerberus. He is the father of the hellhounds by Nyx. Despite being scary and fiercily deticated to his duty, Cerberus is quite docile, playing rubber balls with Annabeth and quickly socializing with Mrs. O'Leary. He's also very large, dwarfing even the biggest hellhound, since Percy claimed that Mrs. O'Leary (whose height is that of a garbage truck) is a puppie if compared to Cerberus in terms of stature.

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 red rubber balls."

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. Fortunately, he does not follow Percy and Nico to the River Styx.

The Son of Neptune
When Hazel has a flash back and takes Frank with her they see Cerberus standing in the distance while Hazel is being judged in the Judgement pavilion.