In general terms a psychopomp is an deity or enity who guides the souls of the dead to the afterlife. This word comes from the greek terms pompos (conductor or guide) and psyche (breath, life, soul, or mind). If you look across the world you will see that this escorter for the dead has been called by many names and with many different stories that surround them. These being are known to grant safe passage way to the afterlife, but in some religious beliefs the afterlife may not be a good as you wish it could be.
Here are a few I know of:
In Britain, this is a spirit that comes to the souls who would have just died with a carriage pulled by four black horses. It is said to never stare into his eyes or you would meet your demise.
He is the jackal headed God of ancient Egypt, who created the art of mummification. In mythology he is known to guide the dead to the entrance of the afterlife and show them where they will be judged for either being a evil hearted or good intended person during their life. The good will favor in a happy ending while the bad will be eaten by Ammit, the demon devourer of the dead.
She is known as the wife of Odin and she collects the souls of fallen warriors who have died in battle, along side with the valkyries. She guides them to her own large and beautiful hall called Sessrumnir, where they will stay in the afterlife.
The reaper is known to be neither a ghost or God and he comes when your time is at its end. He shows you the way to the afterlife, after he touches you or by using his big scythe. By some people he is shown to be a malevolent being, while sometimes he is shown to be good.
This is an ancient Greek God who is known to be a trickster and the messenger between the heavens and the underworld. He was said to travel between worlds with ease and escort the dead to the entrance of the underworld. He often brags about how he is the only olympian God to visit the underworld and to live in olympus.
Depicted with a rope around her neck, she is the Mayan Goddess of suicide. Contrary to popular belief, suicide was not considered a bad thing in mayan eyes. Not only was she the protector of suicide victims she took in the souls of people who had died in battle and women who died in childbirth, so she can take them safely into the afterlife.
Known as the lwa (spirit) of Death in the voodoo religion, he is shown to be the guide to the spirit world. He waits patiently at the crossroads till its your time and it is said he knows everything, so you can never lie to him.
He is the Hindu god of death and he is also a psychopomp. Yama lives in Naraka, a place of suffering where bad people go before reincarnating. Since his home has many levels it is his job to escort the dead into the right floor. He carries a noose with his his left hand and lassos the soul out of the corpse.
There are a lot more psychopomps throughout the world and it would amaze me if people could fit them in list as small as mine. I hope you enjoyed this post :)
Hekate is also seen as a psychopomp of sorts. She would receive this idea, as well as Hermes, from the Homeric Hymn to Demeter which details the story of the Kidnapping of Persephone. Hermes guides Persephone out of the underworld to meet her mother, and Hekate becomes the attendant and guide to Persephone later in the poem.
I'm not too strong in the subject of Japanese culture, but shinigami are also psychopomps in that culture's religion.
She is an old Hindu goddess who can bring death, misfortune, and bad luck. Dhumavati is the patron of widows. However, she's not all bad. She is the grandmother and will grant wishes. She is also married to Shiva and shown alone in a golden chariot wearing white clothes. Other times, she is black on a crow.
This is another Hindu goddess and she brings disease, destruction, and death. Chamunda is a protector and one of the Mahavidyas.
Hel is the Norse goddess of death and the underworld. As the daughter of Loki, she was cursed to have this job. She is half beautiful and half-grotesque. She rules Hell and judges the dead.
This is the Korean version of the grim reaper. Unlike the Grim Reaper or Shinigami, this man is dressed in black hanbok and has pale skin. He is ruthless and doesn't care who he takes. He will force them to come with him.