Generally speaking, I'd say it's safe to assume that in every pantheon, there exists a god or goddess of death. With that said, it's a bit difficult to pin point just how many deities there are associated with death, considering that some pantheons may have one or two major gods of death, while other gods or goddesses in the same pantheon might be slightly associated with it without death being at the core of their concept. That's especially true when talking about stuff like Christianity, as there are quite a few angels associated with death rather than just one...even if these roles are sometimes pretty minor. For example, while Samael is considered an angel of death, the archangel Michael is considered his more benevolent counterpart. According to Islamic tradition though, Azrael is the archangel of death and retribution. There are even MORE gods pertaining to death, particularly funerary processes, when it gets down to Egyptian mythology...such as Anubis or Osiris, lord of the dead.
If I were to list the ones I'm more familiar with, though...
Thanatos, from Greek mythology was associated with more peaceful deaths, while his sisters, the Keres, were associated with more gruesome ends. I guess you could include Hades here too, since he's the lord of the Underworld and such...
Kali was a goddess from Hindu mythology that although I have yet to talk about, I know is associated not only with death, but also time, change, and destruction. I really like the close relationship of these associations, though...time brings change, which brings destruction and death; but good things too! Like new life. It's important to realize that death is not always a gruesome concept, as it can also mean new beginnings. It's all culture-sensitive!
Let me use another example to reiterate what I mean. The Aztec goddess of death is Itzpaplotl, was considered the queen of the Tzitzmitl, skeletal females of the stars, who descended upon the earth during solar eclipses (which was said to be caused by these women attacking the sun itself) to feed on humans. Despite this, they were said to be protectors of women, particularly midwives and women in labor, and are also seen as symbols of fertility. Itzapaplotl herself lives in and rules over Tamoachan, where the spirits of women who died in child birth were said to reside. Here, a tall tree grows where the spirits of dead children reclaim their strength before reincarnation.
But of course, not all interpretations of death are as optimistic. Celtic folklore has the Dullahan: a headless and malevolent horseman that acted as Irish grim reapers. Where the Dullahan stops is horse is where someone is fated to die, and by calling out one's name he is able to draw out one's soul, dooming them to die at the spot he has directed. Celtic folklore also has the Cu Sith and the Banshee, but it's important to mention that Celtic mythology doesn't just have fairies involved with death, but also figures such as the goddess Morrigan or the warrior queen Scathach.
I hope that my lecture answered your question! If you're looking for more information, Wikipedia has a great directory of articles featuring deities pertaining to death here.
