During my studies of the gods and goddesses of various pantheons, I have found so many similar ideas culture after culture. The one that stuck in my mind was the psychopomp, which refers to a God or other spiritual being responsible for transporting the souls of the dead to the afterlife or the underworld (according to the myths). I have found it interesting that so many cultures have assigned a deity to such a specific role. Besides, I just think of the word psychopomp is neat.
Egyptian
In this pantheon, the God who escorts souls to the Underworld is the jackal-headed God, Anubis. He is often considered the god of the dead in this capacity, but it is Osiris who really rules the underworld, Anubis only carries the dead. Once at the gates of Hell, it is also Anubis who weighs the heart of the deceased against the pen of Maat to determine the value of a soul.
Greek / Roman
Since much of the Roman pantheon is a carbon copy of the original Greek, I am grouping both here. The Greeks believed that it was the god Hermes who traveled with souls to the Underworld. The Roman version would be Mercury. I guess this is appropriate as Hermes / Mercury was considered the messenger of the gods and He played the role of the errand boy in many myths. Some might view Charon as a psychopomp, as he was the one who transported souls across the River Styx. But I think it's more about traveling in the underworld rather than traveling at he.
Norse
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 one. They were women who rode on horseback, dressed and armed for battle. Flying over the battlefield, they chose the honorable dead and took them to the hall of Asgard and Odin, Valhalla. The name "Valkyrie" translates to "Kill Picker". They ride in packs and many are given specific names in Norse myth.
Vodou / Vodun
Like the Nordic, the voodoo myth does not have a single being who plays the role of psychopomp. Instead, there is a group of spirits, known as Ghede. Much like the Valkyries, some Ghede spirits are known by their individual names. A particular Ghede is Baron Samedi, who is the loa of the dead. The Ghede's colors are purple and black, and their modern images are of well-dressed funeral directors with mirrored sunglasses.
Celtic
Among the Celtic gods, the one who had the task of escorting the dead was Epona, better known as the horse goddess of the region of Gaul. When the Romans invaded the Celtic lands, they retained the cult of Epona due to their love of horses and their cavalry. Not much is known about Epona's role as a psychopomp, but the post 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 surrounded the house of a dying person and waited to collect their souls when they tried to escape.