Originally created before the Great War by the government to replace human troops in battle, deathclaws were derived from mixed animal stock, primarily from the very popular Jackson Chameleon. They were then refined by the Master, using genetic manipulation and the Forced Evolutionary Virus. The resulting creature is incredibly fast and powerful.
Around 2161, deathclaws were still considered mysterious and legendary creatures to many. They could originally only be found in the Boneyard at the warehouse, living with their mother. Later, as the deathclaw population grew and began to spread across the continent, the deathclaws stopped being perceived as legendary beasts, and started to be seen just as another dangerous creature.
Deathclaws are the strongest enemies in the game and can be encountered when they randomly attack the vault, similar to raiders, however they are much stronger and more rare than raiders. They can also be found while exploring the wasteland.
Any time you open your Vault Door, you're broadcasting an invitation for these beasties to come to your Vault and destroy your resources. Be sure to have Stimpaks and Weapons at the ready, or they'll tear through your Dwellers like a knife through a Fancy Lad Snack Cake
”— In-game description, under help.
They can also be encountered during quests. Their boss variant is tougher, stronger and larger in size; it can sometimes let out a roar that greatly increases its allies' next attack. This ability can be interrupted. They yield (especially the boss) the highest experience when killed.
↑Fallout Shelter. Status updates from exploring dwellers state "Enclave deathclaws are trained to kill - this will be a fight to the death!" and "The Enclave Deathclaw is trained to kill anything in its path I have to run"