For information about the Sphinx seen in Extreme Ghostbusters, see Sphinx
The Sphinx is a legendary monster in Greek and Egyptian Mythology often represented as a creature with the body of a lion and the head of a man. Egon encountered one while trying to rescue Tobin. Egon managed to get past it by answering its riddle with H20 (it wasn't the famous four legs, two legs, three legs).
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The Sphinx as it appeared in issue two