The Holy Grail is an enemy in the series.
The holy cup of Jesus Christ said to be blessed due to him drinking from it. It is rumored bestow immortality upon those who drink from it along with other miracles. Galahad is sent by King Arthur to search for it in Arthurian myth. Dagda's Cauldron from Celtic myth is commomly associated with and mistaken for the Holy Grail.
The original form of Yaldabaoth that resides at the bottom of Mementos. A black metal cup filled with the blood red wishes of humans who desire to be enslaved to order and authority. The Phantom Thieves of Hearts fight the Grail on December 24th, but the constant flow of wishes for Yaldabaoth to take control of the world heal it faster than they can damage it, and turning it into a golden cup as the fight progresses.
Restored to glory the cup begins the plans for salvation upon humanity, tossing the Thieves back to reality as his Palace merges with the earth and those with chaos are removed from it, coming very close to erasing both the Thieves and the Cooperation links from existence, only stopped at the last minute by Yuki Mishima convincing his website that the Thieves actually exist and forcing Yaldabaoth to accept their continued being until he kills them the normal way. The thieves fight through the transformed Tokyo to fight it once again. A member severs the connection between him and humanity to allow him to be hurt, after which the cup transforms its body in a mechanical manner to become the angelic Yaldabaoth.
- In Shin Megami Tensei IV, Dagda's Cauldron is mistaken for the Holy Grail by the angels.