There are three keys, and the chance to get them is random (1 in 34 chance).
1. KEY OF TERROR - Is held by The Countess (The Tower)
2. KEY OF HATE - Is held by The Summoner (Arcane Sanctuary)
3. KEY OF DESTRUCTION - Is held by Nihlathak (Halls of Pain)

Transmute the three keys in Harrogath in Act 5 to open one of three portals: Furnace of Pain, Matron's Den, or the Forgotten Sands. The game randomly decides which one to open, so you may have to do this a number of times to visit all three.

These three areas all have one Uber creature, who is not immune but has extremely high resistances, a very fast health recovery rate, and all minions are 2x harder.

In the Furnace of Pain you battle Uber Izzy. Izzy is the easiest of the three ubers, although the Pit Lords in the area are immune to Magic, Cold, Fire, Ice, and Lighting. Izzy drops Mephisto's Brain (that explains a lot, doesn't it?).

In the Matron's Den you battle Lilith, who is Andariel's sister. Mostly everything in the area is immune to Cold and Lightning. Lilith drops Diablo's Horn (he was her lover...YUCK!).

In the Forgotten Sands you battle Uber Duriel. He is the worst of the three with very high Physical Immunity and Holy Freeze, and drops Baal's Eye (no wonder Baal needed a seeing-eye clone to help him fight!).

Once you have all three items, you transmute them in Harrogath in Act 5 to make the final portal, which takes you to Uber Tristram, where you battle Uber Diablo, Uber Baal and Uber Mephisto (AKA, the Uber Three Stooges).

Uber Diablo is the same as the creature that used tp appear as the result of the sale of SOJ's. He is the easiest of the three to kill. Uber Baal is similar to the Baal we all know as far as skills and spells are concerned, but he is surrounded by Vampire Lords that are Physical Immune. Uber Mephisto seems to be interested in getting back at us for all those Meph runs. He has an extremely fast teleport skill, raises undead Skeleton Archers, Mages and Fighters, and has a Conviction aura. Mephy is the hardest of the three.