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)