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In D&D, there has always been a problem with challenging high-level characters. Low-level characters are easy to keep going. There is a simple challenge of staying alive. Most adventures are geared to mid-level characters. However, at the higher levels, it is tough to find a real threat. Between abilities and magic items gained, it is difficult to come up with a challenge that keeps the players entertained and, more importantly, on their toes. Here are various techniques that may be good or bad.
Bigger monsters: Ho hum! If the characters have made it to high-level, they already know how to kill monsters. The characters might even be able to defeat an army by themselves. However, it is always possible to have a greater threat without making a whole new monster type: bad guy adventurers of their own level. Even so, this is a losing game in the long run.
Change the adventure: We know how it goes normally: hear about monster, kill it and get its treasure. However, changing the formula for success makes it more difficult. The party might be able to trek across the wilderness to find a lost city without fear of dying. Could they do it, though, with some low-level NPCs who must be protected on the journey? This changes the stakes. If a pack of wild demons attack, have them go after those NPCs and force the players to protect them (even if they have to take damage in the process). Remember that high-level characters can bring NPCs back to life in a second. If the player's know ahead of time that, if that option is needed, it will result in XP penalties, they might not let it get that far.
Take them off the front line: The players may be able to defend itself from an army but could they lead one? Give the characters command of forces and have the players direct these groups to victory instead of their own.
Limit their power: Be very careful with this one! It has a lot of potential to be a Deus Ex Machina. "We're fighting in an anti-magic shell again? Where did all of this anti-magic stuff come from?" There are better ways of handling this. When I DM'ed a campaign a few years ago, I had a war between two countries. The characters' country had a traditional setup. The enemies' country had a form of gunpowder. That gunpowder would not explode with fire, though. It would burn in the presence of magic. The players might be able to handle the damage an exploding barrel or two could give. However, if their mission required
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