The Wizard of Yendor, in his first appearance, should generate with a cloak of magic resistance, so you must fight him at least once without being able to simply zap him with a wand of death. He would not have any elevated chance for the cloak in his subsequent appearances.

The priest of Moloch in the Valley of the Dead should always have a cloak of magic resistance, to guarantee that there is a source of magic resistance in the game even if the player is playing wishless.

Items underneath a cloak of magic resistance in an object pile are immune to being polymorphed by a beam zapped over that pile. (This gives you a way to protect your stash from accidental polymorph.)