You could research Hades and Charon. The Sandman series also has an interesting look as Morpheus' sister.
You should really watch "Dead Like Me." It's on really late, unfortunately. It's Canadian, and it's got Mandy Patinkin. Really quirky. Apparently there's only two seasons, but it's really good. Also, Wikipedia says a movie is coming out sometime in February. You could also read the Wiki article. It's interesting.