After getting an Airship in the World of Ruin, you may encounter the enemy Doom Gaze/DethGaze/Deathgaze while flying around. You can kill it to get an Esper.
Doom Gaze/DethGaze/Deathgaze is weak to Fire and Pearl/Holy. This monster will flee from battle after a while, but it will not gain any HP, so if you keep fighting it during these random encounters, it will eventually die. Once it dies, you get the Bahamut Esper. It is ok to use X-Zone/Banish on it, but if you do that, you will have to fly around and encounter it again, and then kill it properly to get the Esper.