Moon River (ムーンリバー, Mūnribā) is a character in Killer Is Dead. She is the apparent "Goddess of the Moon", and lives on its dark side. Mondo Zappa is hired by Moon River to execute a man named David, whom she accuses of having usurped her throne. Mondo subsequently travels to the moon to confront David in his mansion.
Moon River also appears in some of Mondo's dreams, playing with him when they were children. As the dreams continue, it's hinted that she began to drown while Mondo was trying to rescue her. Mondo's unicorn Takeru in Episode 51 reminds Mondo that he has not been the same since "that incident" (possibly referring to the death of Mondo's mother or (more likely) the near-death of Moon River). It is possible that she may hold a grudge against Mondo and uses both David and Dolly as means to exact revenge against him.
It's also possible that Moon River and Dolly may be related or the same person given that Moon River always greets the target of Dolly after the subject has woken up from one of Dolly's nightmares, suggesting that Dolly is either an agent of Moon River or that they are the same person.
- She appears to look like Audrey Hepburn's role in Breakfast at Tiffany's in which she sings the song "Moon River".