Death (Discworld)
Death has appeared in every Discworld novel, with the exception of "The Wee Free Men" and "Snuff", and had a possible cameo at the end of "Johnny and the Dead" (the character was not identified, but spoke in unquoted small caps). The Discworld books with Death as a leading character, starting with "Mort" in 1987, are:
Discworld gods
While most of the beings created in "Hogfather" disappeared at the end, it is possible he remained because of the belief that Violet (a tooth fairy) had in him, in which case he may have begun a relationship with her, and started a career as a locum for gods that want a holiday. Alternatively, since it is impossible to die in the Tooth Fairy's Castle, it is possible he remains there as he is unable to vanish from lack of belief.