Long ago, when the graves of past empires were far less numerous, a powerful queen commanded her wizards to build a stone head that would do her bidding and transport her wrath across the globe. The leader of her wizards — his name now long-forgotten — betrayed her in this, and harnessed the head to his own will, so that it would serve to carry his followers instead of her own. She cursed him to live only in darkness, and so he and his minions became as living shadows, unable to reflect even a single shard of light from their bodies or their garments.
These shadow wizards consider the joke to be on her, however. For they discovered immortality whereas even their former queen's tomb has since been ground to powder by the weight of time and deserts. The shadow wizards made pacts with strange demons in the shape of vaporous, ectoplasmic slugs. As long as they keep these demons bound to themselves and their world, through complicated rituals and black magic formulae, they will never die of age, or grief, or illness.
The stone head is all the home they could ever need, vastly larger on the inside than it appears to the observer, and outfitted with all the purloined comforts these degenerate wizards can imagine. And if one of their number should suddenly realize that something — anything — is lacking, he has only to voice his whims, and the stone head will move towards a place that is ripe for the looting.
And so they roam the earth — and other places, too — in search of magical power and gruesome entertainments, pointing their strange vessel at whatever poor victim their diabolical whims take a fancy too. Khazred Häül, the Flying Stone Head of Destruction, may disappear for decades, even centuries, at a time, but there are few places it has never returned to, even but once. Those who have known its wrath before will know it again.