Geryon was a Demon from the book "The Divine Comedy". 

Whilst Ryo Utsugi was traveling through Hell he was attacked by Cerberus. He came to a pit of mud that pepole were being reborn from and threw one of them to Cerberus to eat, but after going a little further the ground gave way and he fell, but Geryon flies through and rescues him from the fall. Geryon flies throgh several locations such as the Swamp of Hate and the City of Dis, before Geyron finally drops his companion off into a sea of blood were Ryo meets a Centaur.