During my studies into the Gods and Goddesses of various pantheons, I found so many similar ideas in culture after culture. The one that stuck in my mind was the psychopomp, which refers to a God or other spiritual Being that is responsible for the transport of the souls of the dead to the Afterlife or the underworld (depending on the myths). I thought it was interesting that so many cultures have assigned a Deity to a such a specific role. Besides, I just think the word psychopomp is neat.
In this pantheon, the God that escorts the souls to the Underworld is the jackal-headed God, Anubis. He is often considered the God of the Dead on this account, but it is Osiris who actually rules in the Underworld, Anubis just transports the dead. Once at the gates of the Underworld, it is also Anubis who weighs the heart of the deceased against the feather of Ma’at to determine a soul’s worth.
Greek / Roman
Since much of the Roman pantheon is a carbon-copy of the original Greek, I’m lumping the two together here. The Greeks believed that it was the God Hermes who travelled with souls to the Underworld. The Roman version would be Mercury. I suppose this is appropriate as Hermes/Mercury was considered the messenger of the Gods and He played the role of errand-boy in many myths. Some might consider Charon to also be a psychopomp, as he was the one who conveyed souls across the river Styx. But I think that is more about travelling within the Underworld rather than travel to it.
According to Norse myth, souls were not collected by a Deity, but by the Valkyries. The Valkyries were actually a whole group of beings rather than a single one. They were women who flew on horseback, dressed and armed for battle. Flying over the battlefield, they chose the honourable dead and took them to Asgard and Odin’s hall, Valhalla. The name ‘Valkyrie’ is translated as ‘Chooser of the Slain’. They ride in packs and many are given specific names in Norse myth.
Vodou / Vodun
Like the Norse, Vodou myth does not have a single being that plays the role of psychopomp. Instead there are a group of spirits, known as the Ghede. Also like the Valkyries, some Ghede spirits are known by their individual names. One particular Ghede is Baron Samedi, who is the loa of the dead. The colours of the Ghede are purple and black, and modern images of them are of well-dressed undertakers with mirrored sunglasses.
Among the Celtic Gods, the one who had the task of escorting the dead was Epona, better known as the horse Goddess from the Gaul region. When the Romans invaded the Celtic lands, they retained the worship of Epona because of their love of horses and their cavalry. Not much is known about the role Epona played as a psychopomp, but the position was definitely hers.
Generic English Folklore
I thought I would add one more. Sparrows are a common psychopomp in many folk tales and stories. They would surround the house of a dying person and wait to snatch up their soul when it tried to escape.