I should have mentioned in my note about Axel Munthe's Story of San Michele the frequent appearance of Death, seen as a wise and ancient professional, a colleague of the doctor who has final disposition of the cases Munthe cannot save – including Munthe himself. There are other fantastic or phantom visitors, including an ancient goblin and Munthe's own younger self, but Death is clearly the most important of them. I assume that, as a physician and psychiatrist, Munthe would admit that these beings are really nothing more, and nothing less, than projections of his own fears and premonitions, rather like my own fantastic partners (described here). Such projections compartmentalize persistent concerns (death, or professional anxiety, or whatever else is driving you nuts) and may aid their creator to deal with them rationally. Unless and until you come to believe that they really have an independent power over you, as too often happens. But Munthe appears to me to have been too rational to let that happen.
Since Munthe, I had occasion to read a marvelous collection of short stories – a friend here in Carboneras happened to have a copy – by Carson McCullers, whose first novel had impressed me deeply. (See my note on The Heart is a Lonely Hunter.) This collection includes The Ballad of the Sad Café, where the author's bugaboo is not Death (which doesn't seem to concern her very much) but the dangerous sickness called Love. Marvelous book. Great descriptions of dreariness.