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
Gods on the Discworld exist as long as people believe in them and their power grows as their followers increase. This is a philosophy echoing the real-world politics of the power of religion and is most detailed in the novel "Small Gods". If people should cease believing in a particular god (say, if the religion becomes more important than faith) the god begins to fade and, eventually, will "die", becoming little more than a faded wispy echo.