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:
Nac Mac Feegle
The fearlessness of Nac Mac Feegle warriors in combat is derived from their religious belief that they cannot be killed, because they are already dead; they believe that they are in the afterlife, and that any Feegle who is killed has simply been reincarnated into the world where they have already lived before. They reason that Discworld, with the sunshine, flowers, birds, trees, things to steal and people to fight, must be some sort of heaven, because "a world that good couldn't be open to just anybody". They consider it a kind of Valhalla, where brave warriors go when they are dead. So, they reason, they have already been alive somewhere else, and then died and were allowed to come to the Discworld because they have been "so" good.