Which mythological creature tortures those who are guilty of suicide

The Harpy.

Explanation:

In Greek and Roman belief, a harpy was a half human and half bird representation of storm blows. The figure of harpies endured during the Middle Ages. The harpies in Canto XIII of Dante's Inferno were in the wood in the seventh ring of Hell, where people who kill themselves are punished. At that time, self-murder was believed a contravention of the Commandments, a sin even worse than killing, as it was a dismissal of Godly life.

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