When thinking of sphinxes, two images immediately come to mind. One is the giant statue in Egypt, and the other the mythological monster who asks riddles like "What goes on four legs in the morning, two in the afternoon, and three at night?" and "What's the difference between a pit bull and a hockey mom?"  The two are obviously related, yet they seem to have arisen from different cultures. As I mentioned a while back, the sphinx is cut from much the same metaphorical cloth as griffins and cherubim. They're carvings of creatures that are part human and part animal, and are often used as guardians for holy sites. Most Egyptian sphinxes had the faces of men, but some of them also had rams' heads. The face of the best-known sphinx, that of Giza, is commonly believed to be that of the Pharaoh Khafra, with whom the pyramid behind it is also associated. A statue of Khafra does bear similar features, but it's probably difficult to make a face built on such a large scale resemble anyone in particular. The fact that the Great Sphinx no longer has a nose has been variously blamed on Muhammad Sa'im al-Dahr, Napoleon, Alexander the Great, and Disney's Aladdin.
I believe there's only one Sphinx known to be mentioned in classical Greek mythology, referred to as Phix by Hesiod. The Sphinx had the head of a woman, the body of a lion, and the wings of an eagle; and was related to various other composite monsters. She stood near the entrance to the city of Thebes, and when Oedipus successfully answered her riddle, she committed suicide. Now that's what I call a fine Phix! Why she couldn't just get another riddle isn't really clear. Anyway, when the Greeks first saw the Egyptian statues, they called them sphinxes because of their similarity to the mythical creature. I don't believe there's any record as to what the ancient Egyptians themselves might have called them. And the rest is history, or mythology, or something. Because of the connection that the Greeks saw, the riddling sphinx is often identified with Egypt, even though the myth placed it in Thebes. Then again, there was also a Thebes in Egypt, wasn't there? Blame that one on the Greeks' giving their own names to everything.
 The answers, of course, are "a man" and "Michael Vick doesn't kill hockey moms, at least as far as we know."