See Psychopomp - Wikipedia:

Psychopomps (from the Greek word ψυχοπομπός, psychopompós, literally meaning the ‘guide of souls’) are creatures, spirits, angels, demons or deities in many religions whose responsibility is to escort newly deceased souls from Earth to the afterlife.
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Classical examples of a psychopomp are the ancient Egyptian god Anubis, the deity Yama in Hinduism, the Greek ferryman Charon, the goddess Hecate, and god Hermes, the Roman god Mercury, the Norse Valkyries, the Aztec Xolotl, Slavic Morana and the Etruscan Vanth.