You mean what religion peaches that when you die the grim reaper will appear before you and take you where ever youre going? I dont believe, or at least to my knowledge, there isnt a religion that says that's whats going to happen. No one really knows what will happen, some people believe that probably just because the idea seems cool and others probably believe it because they've heard it around, I dont think any religion preaches it.
The "Grim Reaper" doesn't belong to any single religion or culture, because many religions/cultures believe in it.
There are many different names for the Grim Reaper that different religions or cultures call him. Angel of Death, Lord of Death, Angeu, etc...
Just a few religions/cultures that believe in the "Grim Reaper" are Judaism, Christian, Sikhism, Hinduism, and Celtic.
Aha, I was trying to say this, but I couldnt. I think I just ran with whatever words came to mind because I couldnt find the right ones. -.-
I dont think it is a religion. people probably just made it up for fun and crap.