Background information Edit
The writing staff were careful to refer to Fek'lhr as being the "guardian of Gre'thor" in order to be consistent with Kang's statement claiming that Klingons have no devil, in "Day of the Dove" . (Star Trek: The Next Generation Companion 2nd ed., p. 154) In his review of the episode, Star Trek author Keith R.A. DeCandido observes that Fek'lhr is closer to Charon from Greek mythology than Lucifer from Christianity. 
The script for "Devil's Due" gives the pronunciation of the character as "FECK-luhr" and describes it as simply, "a giant Klingon beast". 
According to the Star Trek: Voyager novel Full Circle, the Ancient Klingon deities were actually aliens who visited Qo'noS and experimented with inter-species breeding. Fek'lhr was one of these aliens, with many future Klingons possessing strands of his DNA.
The Fek'lhr-class (β) is a Klingon ship class featured in the non-canon video games Star Trek: Armada and Star Trek: Armada II. Equipped with four special weapons, the class is the equivalent of the Federation Nebula-class science ship. It also makes an appearance as a selectable ship in Star Trek: Starfleet Command III, though without any special weapons.
In Star Trek Online, the Fek'Ihri strongly resemble Fek'lhr. They are real creatures from outside normal space that attacked the Klingon Empire in ancient times and were commanded by Molor during his reign; it may have inspired the legend. They have now returned to invade the Empire, and Fek'lhr himself appears as the final enemy of the Fek'Ihri campaign. After scanning Fek'lhr's corpse, the player's Bridge Officers notice traces of Hur'q technology. Come, the Victory is Life expansion, it is revealed that the Fek'Ihri are a race of Klingons, who were genetically manipulated by the Dominion 2,000 years ago.
After the Female Changeling failed at turning the Hur'q into the Dominion's soldier caste, the same attempt was made with the Fek'Ihri. They could, however, not be controlled via proper addiction to Ketracel White, leading to the Jem'Hadar being turned into the Dominion's front line soldiers instead. According to Klingon lore, which identified the Fek'Ihri as wretched souls of dishonorable fallen Klingon warriors, the Fek'Ihri then fought for Molor ca. 1,600 years ago, until they were defeated by Kahless the Unforgettable wielding the Sword of Kahless.
In Star Trek Timelines, a Klingon captain reports that his crew were attacked by Fek'lhr while surveying a potential colony site. In reality, the beast is actually a large bipedal mammal native to the planet. The "real" Fek'lhr does appear in another mission, however, in which he is seen terrorizing the Klingon countryside. The player must craft a finely-honed bat'leth with an electrical charge in order to defeat him.
Fek'lhr is also featured in the Star Trek Customizable Card Game which describes him as a "diabolical guardian".