Final answer:
The Phoenix is the only magical creature among the options listed that can protect someone from the Killing Curse, demonstrated in the Harry Potter series.
Step-by-step explanation:
The magical creature that has the capability of protecting someone from the Killing Curse is the Phoenix. The Phoenix is a mythical bird known for its ability to be reborn from its ashes and possesses many other magical properties, including healing tears and the ability to carry heavy loads. In the Harry Potter series, the Phoenix 'Fawkes' demonstrates the unique ability to shield someone from the Killing Curse, which is otherwise known to have no counter-curse or method of blocking it. Other creatures like the Hippogriff, Basilisk, and House-elf do not possess such an ability. It's worth mentioning that magical creatures can have a variety of talents and attributes that might make them invaluable in different dangerous situations, but in the context of the Killing Curse, the Phoenix stands out.