Thanatos and his buddies 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.
Hermes is one busy dude. Besides all his other duties as the messenger of the gods, he is also a psychopomp, meaning that (like Thanatos) it's his job to guide souls to the Underworld. Some say that Thanatos actually started out as an aspect of the messenger god, before he developed his own distinct personality. (Thanatos thinks this is a dirty rumor and totally denies it.)
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.
These nasty winged ladies are Thanatos's sisters, but they aren't nearly as nice. While Thanatos is the god of peaceful death, the Keres are the goddesses of violent, awful, bloody, painful, terrible death. They can usually be found swooping around battlefields just waiting to rip the souls from the dying. This is why, as all scholars know, Thanatos never invites his sisters over for dinner parties.
Charon is Thanatos's cranky brother, who ferries the souls of the dead into the Underworld. We're guessing it was kind of disappointing to go from having a friendly psychopomp like Thanatos to this grumpy old boatman, who would totally leave you on the shore of the river Styx if you didn't have a coin for him.
These days, whenever Death pops up as a character in a movie, he's usually some version of the Grim Reaper. You know what this guy looks like, right? He's a skeleton, wearing a black robe and carrying a big scythe. Unlike Thanatos, the Grim Reaper is hardly ever thought of as a nice dude.