S'fara

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This quest, location, item, or NPC is part of the "The Elder Scrolls IV: Shivering Isles" official plug-in or expansion.
You can purchase it here for the PC or from Xbox Live Marketplace on the Xbox 360.

S'fara is a female Khajiit who thinks she's invisible. She can be found at A Strange Door. When talking to her, she will say "No. Go away. I'm not here." or "You can't see me. You can't see me. Neither can He. No one can see me."