Typically based on the The Trickster (i.e. one of many "gods of mischief" from mythology, from Loki to Coyote to Puck), this is a Wacky Guy but with (effectively) magical powers — often in the form of a Sufficiently Advanced Alien. The Great Gazoo allows for nearly any number of other plots, thereby guaranteeing high drama or ensuing hilarity (hopefully).
Often is a Screwy Squirrel or Amusing Alien whom the heroes often regard (Usually with an irritated Face Palm at his return) as more like a pest than a serious menace, but they can still be dangerously destructive if confronted improperly. When the Great Gazoo is portrayed as nearly omnipotent they usually have to be outsmarted or outwitted in order to be defeated. A direct assault never works.
Takes its name from the Great Gazoo from The Flintstones, a little green alien that only Fred, Barney and small children can see. Not to be confused with The Grand Wazoo.
See Also: The Fair Folk and Reality Warper.
Examples
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Anime and Manga
Ryuk from Death Note is most definitely a Great Gazoo. His only real manipulation is letting humans think they are in control of the situation as part of his Screwy Squirrel routine. He is very potent, impossible to harm conventionally, and the only way to defeat him would be manipulate him into a certain set of actions. Which his carefree attitude makes impossible.
Excalibur from Soul Eater, the most powerful weapon on earth and also the most obnoxious and pettily selfish.
Dung Beetle/Koyemshi from Bokurano counts as well. Proves himself generally invulnerable to the actions of the main cast.
Comics
Mr. Mxyzptlk, an imp from the fifth dimension. In Superman The Animated Series, Mxy claims to be the inspiration for the stories of genies and leprechauns - after a while he got bored of messing with ordinary people, but then Superman showed up. It's unclear just how far up the ladder he is on his home turf (sometimes he's unknowable, sometimes he's a 5th-dimensional kook with a weird hobby), but in the third dimension he's a Reality Warper. Supes can only get rid of him by tricking him into saying his name backwards - a weakness that, in Post Crisis continuity, Mxy made up himself because a game has to have rules; Pre Crisis, it was a naturally ingrained weakness. When he's sent back, a Reset Button is hit, and everything returns to normal.
In the Golden Age, Mxyztplk (note the spelling) was in his own dimension a mere court jester to his world's king. Also during this era, saying his name backwards wasn't just his own weakness; anyone who said Mxyztplk's name backwards would be sent to the fifth dimension.
One Silver Age story had Superman turn the tables by traveling to the Fifth Dimension and using his superpowers to prank Mxy exactly the same way he normally does on Earth. Mxy attempts to get rid of Supes by getting him to say "Namrepus", but it doesn't work; after he decides he's had enough fun, he goes home by saying "Le-Lak".
Bat-Mite is to Batman as Mxy is to Superman...except he's a gigantic fanboy who honestly wants to help instead of cause trouble. Naturally, Batman finds this even more annoying than if Bat-Mite were just out to get him. (Also, Bat-Mite does sometimes knowingly make things harder for Batman, just to see how his hero is going to get out of the situation.)
Johnny Thunder's thunderbolt (actually a being from the same dimension as Mxyzptlk).
A minor recurring nemesis of the Fantastic Four was a shape-shifting alien troublemaker known as Impossible Man.
In the past DC had Mxyzptlk imply that he was visiting the Marvel universe in the form of Impossible Man, but the Marvel Handbook says that this isn't the case and Mxy is merely imitating Impossible Man. This was further disproven in the Superman and Silver Surfer crossover. Mxy and the Impossible Man teamed up, and later started fighting. And Mxy was quite offended at the thought of being equated with the Impossible Man.
It also highlighted some of the chief differences between the two: Impossible Man just loves to have fun, while Mxyptlk's humor has a darker edge to it. The former actually gets enraged when he realizes Mxy lied to him.
With the popularity of Mxy and Bat-mite, it was planned to give The Flash a helpful imp by the name of Mopee. However the Retcon involved was so hated that the very next issue ignored the entire thing. He was effectively out of continuity for decades, though recently appeared in two issues of the DC Super Friends series. During which he claimed to not only have given powers to the Flash, but also Superman, Wonder Woman, and Batman. No one buys any of it. He also gets his first taste of the troublesome side of the trope, giving everyone at a convention super powers to prove he really can do it. Naturally Myx planned the whole thing.
Even Aquaman has an imp related to Mxy, the Thunderbolt and all the rest, by the name of Quisp. He is best known for turning up during the Grant MorrisonJustice League of America run, having made himself absurdly Darker and Edgier to better mirror Aquaman at that time. It's fairly clear that Morrison intended this as a parody.
Issue #65 of The Powerpuff Girls introduced the Micro-Puffs, three sprite versions of the girls from another dimension. They first appear to want to be friends with the girls but their ulterior motive is to yank their collective chains with mischief.
A far more malevolent version is the X-Men's enemy Mojo. He's from another dimension that he rules absolutely through a brain-numbing media empire, although he can only maintain ownership of the Mojoverse so long as his subjects like his programming. To that end, he uses his utter and complete mastery of magic (or sufficiently advanced science, maybe) to irritate the X-Men, so they have wacky adventures. He rarely attacks them outright; he does, however, have an army of baby clones of both the X-Men and of their enemies, including those of the Age of Apocalypse. Ominously, Dr. Strange once remarked that if Mojo ever decided to appear on earth itself, it would be a very, very bad thing...
Films
Disney's Aladdin has the zany Genie. Virtually any good magical character in Disney is typically pretty whacky; the Three Good Fairies, the Fairy Godmother, Peter Pan etc.
Tom Bombadil, in The Lord of the Rings. Tom is so powerful that he is able to wear the One Ring and give it up freely without a thought, but spends most of his time wandering in the Old Forest and whimsically singing about himself, and is said by Gandalf to be capable of withstanding an assault by any force of the world, unless they were all allied against him. He provides a convenient plot device to allow the hobbits to escape the Barrow Wights and take their swords (which later prove essential to the story, since the swords are the only thing deadly to Nazgul).
Tom is immune to the ring because he predates its creation by quite a margin. He and his power are directly linked to his forest, which he will never willingly leave.
Simkin from The Darksword Trilogy is a rare example of a human-looking Great Gazoo. He spends most of the books simply inventing his own plotlines if he doesn't like the situation he's in.
Pennywise the Clown from IT is a malevolent form of this trope. Wacky, powerful, and completey evil and murderous, and invisible to most people.
Karlsson in the children's book Karlsson on the Roof by Astrid Lindgren.
Paladine in the Dragonlance novels is a good version of this trope. Consider how every single time Tasslehoff prays to him in the Legends trilogy, Paladine immediately gives Tass exactly what Tass asked for, but never quite what Tass had in mind. Nevertheless, it always turns out to be exactly what Tass needed.
Thanks to the great powers and incomprehensible natures, certain Transapients and Archailects have been considered to be these in Orion's Arm, in the eyes of ordinary modosophonts.
Western Animation
The Gargoyles incarnation of Shakespeare's Puck. In his first appearance (but not later ones,) he's bound by an enchantment that makes him a Jerkass Genie.
The Great Gazoo is given a Shout Out in The Simpsons' "Spin-Off Showcase" episode, showing "Ozmodiar" as a little green alien that only Homer can see. The joke many fans missed was that in an interview, Matt Groening said that the introduction of a Great Gazoo would officially mark the death of the series.
In one episode, the Simpsons are at an animation convention, and Bart and Lisa watch a clip from an Anime:
Ozmodiar: *appears out of nowhere* "He's right, you know!"
The Teen Titans episode "Fractured" guest-starred Larry the Titan (also known as Nosyarg Kcid), a Bat-Mite-inspired "Super-Deformed Robin" imp from dimension 498.
The 2002 reboot at least demonstrated why this was. Orko could manage his powers just fine with his wand, which he accidentally lost while saving a young Prince Adam and Cringer shortly after arriving in Eternia.
Probably the most spectacular Great Gazoo was God in God, the Devil and Bob. (A similar character has appeared several times in Family Guy.)
Gazoo himself shows up in an episode of Family Guy.
The animated Aladdin had an episode with a blue cat creature named Chaos who was said to be stronger than any genie.
Another episode had a pair of small gazoo-like Reality Warpers, who force the cast to compete in various games. At one point Iago suggests that, with their powers, they should try to Take Over the World or something instead. They reply that ruling it got boring after a few centuries.
Princess Celestia is a Downplayed Trickster Goddess. Despite being capable of dealing with most threats to Equestria herself and/or providing far more information about said threats than she does, Celestia usually sends a (seemingly) ill-equipped Mane Six instead despite the (seemingly) impossible odds. This is partly to train Twilight and partly for her own amusement.
The first time involved a Take That to Wesley Crusher on Star Trek: The Next Generation with the network executives adding in the annoying, space banjo playing Snirkles to make Wesley look better in comparison. The fans paid for a billboard to read "Kill Wesley. Keep Snirkles".
The second time actually had Gazoo appearing to the Flintstones for the first time. Fred and Barney believed him to be some type of god and offered their wives and animal sacrifices to appease him. They then savagely killed him when they get sick of him.
The Energy Being Melllvar who kidnaps the Planet Express and forces them, and the re-corporated heads of the Star Trek: The Original Series cast to re-enact old episodes.
Glomer on the animated version of Punky Brewster. He's more naive and clumsy than he is mischievous.