Well in Saudi Arabia, it seems one can sue an imaginary being. In this case the thing in question is a genie, or Jin. And not the lovable kind from Aladin or I Dream Of Jeannie.
http://news.bbc.co.uk/2/hi/middle_east/8145862.stm
And whilst I shouldn't really be surprised, the court is allowing them to proceed:
A local court says it is trying to verify the truthfulness of the claims "despite the difficulty" of doing so.
Perhaps I can sue God for emotional turmoil...