Lady Death is a character created by Brian Pulido. Her first appearance was in Evil Ernie #1 from Chaos Comics in December of 91. She originally came from medieval times in Sweden, where she was originally known as Hope Raised by her nobleman father, a man named Matthias. Matthias was a tyrant who forcibly recruited peasants into the military as feudal levies. His reasons for doing so are a mystery.
Over the years unknown to his daughter, Matthias practiced dark magic and demonology. Eventually his cruelty caused the peasant to revolt where he was able to escape the revolt by summoning a demon. Hope was captured and accused of witchcraft, her punishment was to be burned at the stake. While being burned she used an incantation that she overheard her father speaking. With it she summoned a demon who offered her a bargain, forsake her humanity and serve hell. If she did he would save her from the rising flames. She accepted and was promptly transported to hell.
When she arrived she found out that hell was in a civil war between Lucifer and some rogue demons led by a sorcerer. Over time she became corrupted by the pits of hell and became Lady Death. From that point on she led a revolt against Lucifer which was successful, but was cursed by the Lord of Hell never to walk on earth again as long as the living still walked. She swore that she would circumvent his curse by exterminating all life on earth.
Over the years Lady Death as a property has moved from publisher to publisher, and her fandom has been growing ever since. She finally landed back in the hands of her creator Brian Pulido in 2015. According to Brian the stories that were written after she left Chaos Comics were lucid dreams that lady Death were having. Effectively erasing anything he did not write. Her new storyline is 11 chapters long and the 12th is currently on Kickstarter where it has raised over a quarter million dollars in the first few days.