Hermes is both a trickster and a messenger god. He's the guy who passes notes in class and delivers messages between the gods. Hermes is also the guy who leads the dead to the underworld. But he isn't the only god out there to fill these roles; there are others, too.
Mercury is the Roman version of Hermes. The planet Mercury is named after him.
In Judaism, Christianity, and Islam, Gabriel is a messenger from God. In Christianity, he is known as the Archangel Gabriel. Gabriel predicts the births of both Jesus and John the Baptist. In Islam, he is responsible delivering the Qur'an to the prophet Muhammad.
Batak mythology originates in North Sumatra, Indonesia. Raja Indainda is the god of thunder who also acts as a messenger of the gods.
Skírnir is the messenger and loyal servant of the Norse god of the sun, Frey. He convinces Gerd, the apple of Frey's eye, to marry his master.
Anubis is the Egyptian god of mummification. He has the head of a black dog, and he helps determine where your soul will go.
Thothis the multi-faceted Egyptian god of the arts, astronomy, writing, and general wisdom. It is believed that he is responsible for creating found in The Book of the Dead, a very famous Egyptian guide to the afterlife. Thoth helped judge people's souls after they died.
In the Vedic religion, Pushan is the god of wealth and journeys, who guides the souls of the dead.
The Valkyries are the beautiful warrior women who work for Odin, ruler of the Norse gods. Their job is to search the battlefields for the bravest and best of the fallen warriors. They then escort these warriors to Odin's hall, Valhalla, where the warriors drink, feast, and party to their heart's content. Eventually, these warriors will fight in the great final battle of Ragnarok.