Grim Reaper: Indo-European folklore / mythology

Hellenic

Ancient Greece found Death to be inevitable, and, therefore, he is not represented as purely evil. He is often portrayed as a bearded and winged man, but has also been portrayed as a young boy. Death, or Thanatos, is the counterpart of life, death being represented as male, and life as female. He is the twin brother of Hypnos, the god of sleep. He is typically shown with his brother and is represented as being just and gentle. His job is to escort the deceased to the underworld, Hades. He then hands the dead over to Charon, who mans the boat that carries them over the river Acheron, which separates the land of the living from the land of the dead. It was believed that if the ferryman did not receive some sort of payment, the soul would not be delivered to the underworld and would be left by the riverside for a hundred years. Thanatos' sisters, the Keres, were the spirits of violent death. They were associated with deaths from battle, disease, accident, and murder. They were portrayed as evil, often feeding on the blood of the body after the soul had been escorted to Hades. They had fangs and talons, and would be dressed in bloody garments.

Celtic
Breton folklore shows us a spectral figure portending death, the Ankou. Usually the Ankou is the spirit of the last person that died within the community and appears as a tall, haggard figure with a wide hat and long white hair or a skeleton with a revolving head who sees everybody everywhere. The Ankou drives a deathly wagon or cart with a creaking axle. The cart or wagon is piled high with corpses and a stop at a cabin means instant death for those inside.

Poland
In Poland, Death, or Śmierć, has an appearance similar to the traditional Grim Reaper, but instead of a black robe, Death has a white robe.

Nordic
In Norway, Death is an old woman known by the name of Pesta, meaning "plague hag". She wore a black hood. She would go into a town carrying either a rake or a broom. If she brought the rake, some people would survive the plague, if she brought the broom however, everyone would die.

Baltic
Lithuanians named Death Giltinė, deriving from word gelti ("to sting"). Giltinė was viewed as an old, ugly woman with a long blue nose and a deadly poisonous tongue. The legend tells that Giltinė was young, pretty and communicative until she was trapped in a coffin for seven years. The goddess of death was a sister of the goddess of life and destiny, Laima, symbolizing the relationship between beginning and end.
Later, Lithuanians adopted the classic Grim Reaper with a scythe and black robe.

Hindu Scriptures
In Hindu scriptures, the lord of death is called Yama, or Yamaraj (literally "the lord of death"). Yamaraj rides a black buffalo and carries a rope lasso to carry the soul back to his abode, called "Yamalok"(the world of Yama - or the Underworld of the dead). There are many forms of reapers, although some say there is only one who disguises himself as a small child. His agents, the Yamaduts, carry souls back to Yamalok. There, all the accounts of a person's good and bad deeds are stored and maintained by Chitragupta. The balance of these deeds allows Yamaraj to decide where the soul has to reside in its next life, following the theory of reincarnation. Yama is also mentioned in the Mahabharata as a great philosopher and devotee of Supreme Brahman.
Yama is also known as Dharmaraj, or king of Dharma or justice. One interpretation is that justice is served equally to all whether they are alive or dead, based on their karma or fate. This is further strengthened by the idea that Yudhishtra, the eldest of the pandavas and considered as the personification of justice, was born due to Kunti's prayers to Yamaraj.
Buddhist scriptures also mention Yama or Yamaraj, much in the similar way.