Legends say that one may challenge Samhain for the soul of another with the proper gauntlet. Though the knight who tried before him failed, Alexander retrieved the gauntlet and challenged death for the souls of King Caliphim and Queen Allaria. Samhain chose the near-impossible task of making him cry. Alexander showed the twisted creature his reflection in the Mirror of Truth -- an intense show of all his centuries of coldness before the mirror shattered. Samhain shed one single tear and released Alexander with the two souls he had claimed, lending them use of his steed Night Mare.
Samhain is a character in King's Quest VI: Heir Today Gone Tomorrow whose name was inspired by the Celtic feast for the dead, which takes place in November. There was a minor hero known as Samhain (or Sawan), but he was not a lord of the dead nor a god (he is mainly known that Balor stole his sacred cow). The myth of Samhain as a god of the dead originates in the 1700's but is not part of any celtic legends, it is a romantic era construction.
Other elements of the concept of this character, other than the name, is loosely based on Hades and the story of Orpheus seeking to bring Eurydice back to life.
While there are some elements of Samhain's realm that resemble aspects of Greek and Roman mythology such as Hades (such as Charon & the river Styx). In Greek and Roman legends, Pluto (aka Hades) ruled the underworld though he was the Lord of the Dead, he was not the personification of Death, that was the role of Thanatos, a kind of angel of death (or the Keres 'Violent Death'). The judges of the dead were Minos, Aeacus, and/or Rhadamanthus depending on the legend. These were several separate characters, where as Samhain appears to be a judge of souls, the ruler of an Underworld and a personification of Death, all in one. A similar role shared by Lord Azriel in the Dimension of Death.
Likewise Arawn shared a similar role as Pluto as Lord of the Dead but for the underworld (Otherworlds) of Annwn. But personfication of death was Angau (welsh)/Ankou (although in Breton Ankou may have been a envoy of a seperate personfication of "Death"). Manannan mac Lir himself was a psychopomp in welsh tradition who provided passage to the dead to the Otherworlds (he was a guardian of the Otherworlds also is a boatman/Ferryman on board his ship that has no sails or oars transporting the dead through the veils) much as Charon to Greeks.
Samhain and Azriel's, (but in particular Samhain) roles are somewhat like that of King Minos in Dante's Inferno in the Divine Comedy who was the judge at the edge of Limbo; who decided where souls went to in the nine circles of Hell.
In KQ lore Charon also takes the form of the traditional medieval personification of Death, aka the grim reaper (making him the first character to be called "Death" to appear the series as he originally appeared in KQ2). Samhain was the second personfication of Death to appear, and Azriel the third.