Death is a homeless goth girl.
Death dresses like the character Death from Sandman, and claims to have met Neil Gaiman once. Death is homeless, hungry, and has contemplated suicide.
Death approaches Oasis on a train to Nebraska, mistaking her for a fellow member of the Goth subculture due to her dyed hair and self-scarification (actually a result of Oasis's insanity), and asks for food or a place to stay. Oasis, mentally unstable and unfamiliar with Sandman, assumes that she really is the personification of Death.