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These are allusions present in the Warcraft III custom map Defense of the Ancients: Allstars variant.

Aegis of the Immortal
A shield used by Zeus, the Greek god.

Aghanim's Scepter
Refers to Aghanim, the final boss in some of the Zelda games.

Burize-Do Kyanon
An item from Diablo II.

Dagon
A Semitic God.

Eul's Scepter of Divinity
A tribute to the creator of the original Defense of the Ancients, which included an item of the same name. The item "Guinsoo's Scythe of Vyse" derives from it. The fact that the latter is more powerful (using ESoD as a recipe ingredient, and is in a higher tier of items) may have been to imply Guinsoo's superiority, or simply to represent the development of the map over time.

Eye of Skadi
Skadi is the wife of the Van god Njord in Norse mythology. She was the Goddess of winter, and as a tribute to her the item causes a hero's attack to deal frost damage, slowing opponents.

Lothar's Edge
A tribute to Sir Anduin Lothar, the Champion of Azeroth, during the First War (in Warcraft and Warcraft II.)

Necronomicon
A fictional book of magic, by H. P. Lovecraft.

Nethrezim Buckler
The Nathrezim or Dreadlords are a race in the Warcraft universe of games.

Stygian Desolator
A weapon from the game Anarchy Online.

Hand of Midas
Midas is a character in Greek mythology who turned everything he touched into gold.

Heart of Tarrasque
A mythical creature resembling a dragon, lion and scorpion. Also a small boss from Starcraft, another Blizzard game.

Yasha
A type of demon in Indian mythology. Also refers to a sword from the game Phantasy Star Online.

Sange
Another sword from the game Phantasy Star Online.

Sange and Yasha
In Phantasy Star Online The Sange and Yasha could be combined to form a formidable dual sword weapon, and thus the same is allowed here.

Monkey King Bar
From the chinese folk tale Journey to the West, the Monkey King Bar was a staff used by the hero Sun Wukong and could alter its size to his will. The weapon also appears in Phantasy Star Online and maybe also be another reference to that game.

Black King Bar
Appears in the game Phantasy Star Online, however in that game it is an upgraded form of the Monkey King Bar.

Note: This section only explains the possible allusions that exist in the DotA Allstars heroes and is not meant to be a hero guide/description/spell list.

Abbadon
1) Abbadon, the Despoiler, from Games Workshop's Warhammer 40, 000. He was the leader of the 4 great chaos.
2) Abbadon is the Romanized translation of the Hebrew Azrael, the Angel of Death. (Also known as the slayer of Egyptian first-borns)

Akasha
One of the five elements of Hinduism. Also the name of the Queen of the Damned from a book by Anne Rice.

Atropos
One of the three fates in Greek mythology, who literally "cut the thread of life" according to legend. This is characterized in Allstars with the ultimate skill Fiend's Grip which severely drains enemy life.

Azwraith
The Phantom Lancer. Uses a model/icon based on a Final Fantasy character, Kimhari.

Furion
The leader of the Night Elves, with his command of nature, in Warcraft III.

Bradwarden
Centaur character from R.A. Salvatore's book The Demon Awakens

Juggernaut
An orc blademaster whos ultimate is the derivative of Cloud Strife's omnislash.

Lina Inverse
Powerful spellcaster, whose name originates from Slayers, a famous manga and anime.

Kel'Thuzad
The Lich King's disciple in the original Warcraft III.

King Leoric
Skeleton King; his name comes from a character in Diablo whose son was possessed by the demon.

Krobelus
A character (missionary role) in the game Summoner 2.

Leviathan
Strength hero that looks like a sea giant. His name comes from a Biblical sea creature.

Lucifer
A Pit Lord, referring to the fallen archangel (the Devil) in Christian tradition.

Leshrac (the Malicious)
A character from the Ice Age saga of Magic the Gathering. (http://www.phyrexia.com/continuity/Leshrac.shtml)

Magnus
A reference to German physicist Heinrich Magnus who described a physical phenomenon called the Magnus effect, that is apt because of Magnus' (the Magnataur's) ultimate Reverse Polarity acting like the Magnus effect.

Medusa (the Gorgon)
A monster in Greek mythology whose gaze turned people to stone. This is represented in-game using the skills Purge and Gaze (certain versions only) which greatly slows enemies, however does not turn them into stone.

Morphling
A shapeshifter from Wizards of the Coast's Magic the Gathering, which is also adept at switching stats. More information on this card can be found here

Naga Siren
Derived from Greek Mythology, where sirens (half woman half sea creatures) were enticing men on ships to their island. In the game, her ultimate spell (Song of the Siren) causes all enemies in the surrounding area to sleep for a short period of time.

Rexxar
The wandering Beastmaster who played the main role in the orc campaign from the Frozen Throne.

Rikimaru
A stealth ninja in the game Tenchu: The Stealth Assassins.

Squee
Character from Magic, the Gathering. A goblin from the Weatherlight saga .

Syllabear
Syllabear is named after Syllable from clan TDA who worked with Guinsoo with the development of DotA.

VolJin
The leader of a band of trolls, the Darkspear tribe. Their tribe was saved from the humans by Rexxar, the Beastmaster.

Zeus
Leader of the gods in Greek mythology. Zeus was the god of lightning, and in Dota: Allstars the Zeus hero specializes in lightning-based spells.