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:
Religions of the Discworld
The Discworld, being a flat disc supported on the backs of four elephants on top of a giant flying turtle, exists in a region of the universe where reality is somewhat less consistent than it appears in our own, more mundane corner of existence. Because reality on the Disc is so fragile and malleable, belief has a tendency to take on a life of its own, and Gods are far more obvious to the people of the Disc than they appear to us.