These guys are like the goth kids of the gods. They wear black, dig dark music, and spend a lot of time focusing on things that most people consider morbid. Of course, the big difference between your average mortal goth kid and the super-human death angels is that the godly ones tend to bring death instead of just obsessing over it.
While Charon was closely associated with death for the Greeks, Thanatos was death itself. When the Fates decided it was time to snip the thread of a mortal's life, it was Thanatos who came to take the soul to Charon's boat. A being whose job it was to escort a soul to the Underworld was known as a psychopomp. (Awesome, we know.)The other big psychopomp in Greek mythology is Hermes, who was also the messenger of the gods. Some say that Thanatos actually started out as an aspect of the messenger god, before he developed his own distinct personality.
This dark figure from Celtic folklore was said to be a skeleton whose head revolved so that he could see everything. Cool. He rumbled around town in a cart or carriage collecting the souls of the dead. Like the Grim Reaper, he was sometimes shown armed with a big scythe, which he used to harvest the souls of the dead.
This dude is thought of as the angel of death in Sikhism and offshoots of Christianity, Islam, and Judaism. Sometimes he's thought of as an ally of God, who collects souls when the big guy decides it's time. On the other hand, he's also sometimes thought of as an agent of Satan and a powerful demon of the underworld. Interestingly, though he pops up in the wider mythology of four major modern religions, most of the mainstream branches don't officially claim him.
Baron Samedi is probably the most stylish Death Angel out there. This figure from Haitian Voodoo always dresses to the nines, wearing a slick black suit complete with top hat, coat tails, and specs. His wife is Maman-Brigitte who likes to tell jokes while she escorts folks to the other side. Unlike a lot of other Voodoo deities, who are of African descent, Maman-Brigitte is white and is usually shown with light colored hair and green eyes.
This death deity comes from Mayan culture, and he's a pretty nasty character. His favorite way to appear is as a rotting corpse with an owl's head, decorated with the eyes of his victims. One of his nicknames is "the flatulent one," meaning that he farts a lot. So yeah, don't invite him over for dinner.