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Werewolf: the Apocalypse says hello.
Eeeeeh, not comparable. First off, Werewolf is a game where often enough you are your own worst enemy (see: Frenzy with human friends around) and, secondly and more importantly, the chance to die is much higher in World of Darkness games and there are no ressurections. Hence you care more about your characters fate than Pathfinder, where after a certain level the question only becomes "can we find a high-level priest now or in the next city?"
Fear not what you kill, but cannot die.
In Pathfinder, you can punch out Cthulhu and he stays dead. Well, okay, he comes back once and then buggers off to R'lyeh after you put him down the second time. And since mythic enemies are comically underpowered for their CR (against a comparable group of mythic characters at least), it isn't even a very hard fight to begin with.
There are a few answers in the book.
- Curses that cause you to be pursued by a particular creature. Killing it only buys a little time.
- Several templates that let a monster re-form after death.
- Not in the book, but... use hard-to-kill things with higher CRs?
- Plenty of general advice on setting atmosphere.
- Environmental effects and haunts for things that are difficult to attack directly.
Other than that, things that do unpleasant things upon death are good. Players can also be encouraged to make less murder-focused characters so that things aren't so easy to kill. (Restrictions on certain full BAB and full caster classes, for instance.)
I didn't check the entire monster sections for details, so those type of mechanical solutions are a good step towards solving the problem.
Haunts are normally pretty easy to get by, since a.) they can be noticed pretty easily; b.) have few hitpoints and c.) have terrible initiative, even compared to most Clerics and Oracles. And I really hate that there is no mechanical explanation how people can find out the conditions to permanently lay them to rest (at least not in the AP's I've seen them being used it, i.e. ROTRL and Carrion Crown, nor in the books which explain their mechanics).
The problem with "just use higher CR's" is that this can easily lead to a TPK if one judges even one encounter wrong and secondly, that Pathfinder still is a level-based system the vampire lord who was such a problem five levels ago is now a joke when you meet him again or his twin brother said five levels later.