Lord of the Dead is a title shared by the rulers of several underworlds.
Background[]
The title is shared by both Samhain ruler of the Realm of the Dead, and Azriel ruler of the Dimension of Death, two of the underworlds in world's legends. Pluto was the lord of the dead for Hades. Arawn was the lord of the dead for the Welsh underworld.
Behind the scenes[]
In most mythologies the Lord of the Dead is not the same thing as the personification of Death, or the judges of the dead. These were often separate individuals (or in some cases multiple individuals for different types of death).