**Core Concept**
Substance P is a neuropeptide that plays a crucial role in transmitting pain signals from the periphery to the central nervous system. It is a member of the tachykinin peptide family and acts as a neurotransmitter or neuromodulator in the nervous system.

**Why the Correct Answer is Right**
Substance P is primarily found in the nerve terminals of sensory neurons, particularly those involved in transmitting pain and temperature sensations. When these neurons are stimulated, they release substance P into the synaptic cleft, where it binds to its receptors on adjacent neurons, transmitting the pain signal. This process is essential for the sensation of pain and is mediated by the activation of the TRPV1 receptor, which is also involved in the transmission of thermal and mechanical pain.

**Why Each Wrong Option is Incorrect**
**Option A:** Plasma cells are a type of white blood cell that produces antibodies in response to infection, and they do not contain substance P.

**Option B:** Mast cells are involved in the immune response and are responsible for releasing histamine and other mediators during allergic reactions, but they do not contain substance P.

**Option D:** Vascular endothelium is the inner lining of blood vessels, and while it plays a crucial role in regulating blood pressure and blood flow, it does not contain substance P.

**Clinical Pearl / High-Yield Fact**
It's essential to remember that substance P is not only involved in pain transmission but also has a role in other physiological processes, such as vasodilation and inflammation. Understanding the role of substance P in pain transmission is crucial for the management of chronic pain conditions.

**✓ Correct Answer: C. Nerve terminal Substance P is primarily found in the nerve terminals of sensory neurons involved in transmitting pain and temperature sensations.**