Lucifer Volume 5: Inferno: written by Mike Carey; illustrated by Peter Gross, Dean Ormiston and others (2002): After his fight with the malign, supernatural card deck (!) known as the Basanos, Lucifer is weakened, many of his powers separated from him and stored in two lost feathers from his wings (double !). Challengers with vengeance on their minds are after him. He really needs to get back to the administration of the universe he created.
Oh, and Lucifer owes a debt to part-angel Elaine Belloc, a debt that he must repay by rescuing her stolen soul from the great areas of uncreated space known as the Mansions of the Silence. And there are, of course, other loose ends that involve the archangel Michael, the fallen cherub Gaudium, and the fate of the demon who killed Elaine.
Add in supernatural avenger Solomon (son of David), Loki, Yahweh, Mazikeen of the Lilim, and a standalone tale featuring a cancer-stricken convenience store owner and the surprisingly decent demon who frequents his store and you've got a collection. Recommended if one has read the books before this volume.