Not all of Vlad's monsters want to tear you limb from limb. Some just want to annoy you.
That's where the Dead Man Federation comes in. This federation of mischievous skeletons is always looking to steal your hard-earned loot, so you better be quick! Once the Hand claims your loot, there is a way to get it back, but it won't be easy...
Margoras and the Other World
After defeating the boss of a dungeon, there is a chance that the gatekeeper to the Other World, a powerful demon named Margoras, will make a flashy appearance and whisk you away to his twisted plane of existence. Here you will be forced to do battle for his amusement, but Margoras always appreciates a show. If you are able to defeat his minions, he will reward you with valuable Riddle Boxes as well as all the items taken by the Dead Man's Hand from that dungeon.
The Dead Man Federation isn't just a bunch of thieves. They also come bearing gifts, but they're going to make you work for them! After completing a dungeon, you may see a message that a Dead Man's Chest has appeared. This is a blatant bribe by the Federation to lure you back into the dungeon in hopes of getting you killed or maimed, but they have a reputation to uphold and if word got out that their chests were full of trash, no one would bother seeking them out.
With that in mind, Dead Man's Chests often have rare and valuable crafting materials and items, but the only way to get them is to select "Explore Again" from the menu at the end of the dungeon. If you go back to town to resupply, you can kiss your chest goodbye!