In Hindu mythology, Rambha was an asura.
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Rambha and Karambha were the Asura brothers, born as the descendants of Danu. When they were young, both decided to perform penance to get special powers to establish the rule of Danavas in the universe.
Penance and boon
Rambha started penance standing inside burning fire to please Agni Deva, while Karambha stood inside water to please Varuna Deva. When Indra came to know about them, he decided to kill both the brothers. Firstly, he converted himself into crocodile and killed Karambha inside the water. But Agni Deva saved Rambha when Indra tried to kill him. Finally, Rambha got boon from Agni Deva that he would not be killed by any God, demon or human. Only a dead man could kill him (which was virtually impossible). Rambha became really powerful after getting boon. He started mass killing of humans and other living beings.
Birth of Mahishasura
Once, he saw a water buffalo and fell in love with her. So he converted himself into a water ox and started living with her. While the buffalo was pregnant, another male ox became attracted towards her. Rambha and that stranger ox had a long fight finally resulting in Rambha's death. Later, the ox was killed by the soldiers of Rambha.
In another version, Rambha was killed in a battle by Indra, who hurled his 'Vajra' at him. As the 'Vajra' was made out of the bones of the dead sage Dadhichi, it killed Rambha.
The water buffalo gave birth to a demon Mahishasura. As he was born out of the union of a buffalo and converted ox, so he had ability to change between human and buffalo form at will.
Rebirth
According to legends, Rambha was reborn as Raktabija, the army commander of Shumbha and Nishumbha. When Durga was sent to crush the growing power of these two demon brothers, she had to face the stiffest opposition from Raktabija. He had the boon that if a single drop of his blood falls on the ground, another new Raktabija would be created, making him almost invincible. Durga then took the form of Kali, and licked off the blood before they touched the ground. Gradually, Raktabija was defeated and killed.