Story: "The House of the Windowless Rooms, Part One" (22 Pages)

Credits: Mike Carey (plot, script); Peter Gross (pencils, inks); Ryan Kelly (inks); Comicraft (letters); Daniel Vozzo (colors, color separatons); Shelly Bond (edits)

Feature Character: Lucifer Morningstar

Supporting Characters: Mazikeen (last in issue #3); Beatrice Wechsler (last in Sandman Presents Lucifer #1), Pharamond (last in Sandman Presents Lucifer #1; next in issue #20)

Villains: Izanami (last in Sandman Vol. 2 #24; queen of death, misstress of the Windowless Rooms), Susano-O-No-Mikoto (last in issue #1), Kagutsuchi, Tsuki-Yomi (first appearance of both; Suzano's brothers), Yama-no-Kami (first appearance; Susano's cousin and goddess of the hunt), Musubi (first appearance; a demon of the Shiko-Me); Choronzon (last in Sandman Vol. 2 #4); Saul, Cestis (first appearance of both; two of the Jin En Mok); Amenadiel (last in Sandman Presents Lucifer #3)

Guest Appearance: John Constantine

Other Characters: Ritsime (dies), Kijo, and one other (first appearance of all; three demons)