Megami Tensei Gaiden: Last Bible

Cerbero, the companion of Orthrus, is in an invisible cave. To get to his location, head north from the city full of monsters, called the Monster Nest, and follow the forest. There is a patch of land in the north-western section that has no tree on it. Walk over it, and you'll find Cerbero inside, along with lots and lots of rare goodies.

Orthrus, companion of Cerbero, is easily recruited if you know what you're doing. After you follow Triton to a private island on the dolphin, you will be in a cave. There, Orthrus will attack you in order to protect Triton. If you defeat him, he will be badly injured. He will mumble something incoherently. Bring him a "Rune" item, which revives any character, and he will be fully restored. Thankful and apologetic, he will join your team immediately.

After you complete the game, and the credits have gone by, you are able to continue the game. Now you can recruit four of the Gaia Masters.

Baal is on Mt. Palo
Lucifer is in the Cave of Oasis
Michael is in Nova
Vaerial is in the Nest of the Zord