The Sandman, Vol. 7: Brief Lives

Centuries ago, one of the Endless gave up his duties and left his realm, never to be seen again. Now on a mission to find their missing sibling, Delirium and Dream encounter immortal humans and various deities as they try to locate the prodigal Destruction. But as their adventure draws Dream into a final, tragic confrontation with his son Orpheus, the eternal being learns the true meaning of fate and consequences.