The Sphinx is a creature that has a lion's body, the wings of an eagle, and the head of a beautiful woman. It is also one of the daughter's of Echidna. They feed on auras, so magic is almost impossible around them. There is a sphinx trapped on Alcatraz which is used to keep Perenelle imprisoned. It is unknown how many sphinxes there are for only one is mentioned in the books.
The sphinx was later killed in The Enchantress by Billy the Kid using one of the spears that were imprisoning Areop-Enap under Alcatraz.
The Sphinx
The Sphinx, in the Greek attempt to remake her image.