In Grandmaster, the second story in The River Above, Xaphan, a demon of the 2nd rank, takes a break from fanning the flames of Hell with his bellows to manifest just outside the Au Bon Pain in Harvard Square, where he challenges an exceptionally skilled player to a very high stakes game of chess. Spoiler: Xaphan is kind of a jerk.
You can read this story in its entirety here: http://www.aphelion-webzine.com/shorts/2005/03/SeeYouinHell.html
Marv stares at the stranger for a moment longer, appraising the situation. As an individual gave to hallucinations and inexplicable visions, Marv has experienced blackouts and has heard voices where there were none. Others had attributed these episodes to Marv’s alcoholism, poor diet, and frequent drug use, with his blood condition thrown in for good measure. He examines the stranger across the board and tries to remember if his years of sickness and addictions have ever before produced a vision, so solid, so clear, and so polite.
As Marv contemplates his reality, the clear-faced apparition which called itself Xaphan sits across the board with hands neatly folded and waits, the bellows laid out across his lap like a dinner tray. After another moment, Marv carefully set his coffee down at the edge of the table, and asks, “What if I win? What if I beat you?”
“Ah.” The demon replies. “I take it then that you accept?”
“No.” Marv counters firmly, his bearings settled and confidence welling up within him. “I didn't say that. I asked what would happen if I beat you.”
The demon is quiet for a moment, and then his gloved right hand begins twisting the cane into the cobblestones, his mouth contracting into a slight frown. “Well then,” he begins. “Since you suffer from a preoccupation with material gain, I will offer you these terms: In addition to continuing your small, worthless, pitiful life, which, when viewed in consideration of your willing and complete ignorance of the scriptures, as well of the Lord's Mercy, I am entitled to take from you at any moment, without notice or provocation, I will present to you this finely crafted chess set.” Here the demon waves a hand across the board in a gentle sweep reminiscent of a salesman's gesture. “Which you will be at liberty to pawn in exchange for alcohol, narcotics, prostitutes, and coffee for your ulcer. Furthermore, I will ensure you immunity from infernal harassment for the rest of your days upon this rotting Earth. Truly, Marv, a noble, generous offer for one such as you, who has nothing, neither hope nor responsibility, and who lacks even a pillow for his muddled head.” The gloved hand settles upon one hip, leaving the other still perched upon the ivory head of the walking stick.
“I don't go to prostitutes.” is all Marv can think to say. The demon shrugs, and resumes his waiting posture.