Death - Two Minutes to Midnight (5x21)
Death is so important here that he's, to this day, the only character that gets his own separate intro (that had that intro released as a teaser to the episode too) where Sam and Dean aren't even present. Not only that, but he gets his own intro music. I mean, he's basically Darth Vader, only better.
And why is he better? Because Death isn't a villain - he's not even presented as a villain (not really) - he is presented as a FORCE. He's a force of nature. To fight death, would be like fighting the wind, or the ocean, or the vacuum of space. You can certainly try, but you aren't going to win.
That's all conveyed through this intro - we don't even see Death's face, we see his shape, sure... but we only glimpse his face briefly when he turns to brush his sleeve, as if removing lint... and it is quite clearly an act of simply removing lint from a jacket sleeve, only we immediately see that the lint is a man's life. A weighty thing for us, a stray bit of lint to Death.
In addition to that, while he does this, we get the lyrics "When God is gone and the Devil takes hold, who'll have mercy on your soul?"
And this is what makes this character SO RICH AND AWESOME. The lyrics directly reference the situation we are in as a show - God is gone, and the devil has taken hold... and the boys are looking for a little mercy. And we've just seen death be spectacularly UNMERCIFUL... and yet, we know that our hero(es) have to encounter him next if they're to have any chance of victory. Again, it makes him this force that is, more powerful than anything we've ever encountered before, a force of nature, and undefeatable*.
Fundamentally, this sets us up perfectly for the scene where Dean meets up with Death - we know what Death is capable of, we know how outside Dean's paygrade he is (to borrow a phrase the boys have used), and we know that we need this mysterious unstoppable force to show us mercy.
Which, of course, inevitably he does - but we don't know that yet.
*Now, to go on a little rant - Death DID work best when he was undefeatable - and, I suppose technically Death still is. I have one friend quit watching the show when Dean ostensibly "killed" Death at the end of S10, because "it was the stupidest thing the show's ever done." And I have to agree, Death works best when Death can't be killed. Likewise, I got SUPER MAD when Reapers became an order of angel-class and were killable in S8 onwards - and I had to develop a very specific headcanon in order for me to not just storm off in a huff - because it was throwing out WONDERFULLY established mythology and replacing it with crap. Reapers and Death have to be outside of Sam and Dean's ability to kill in order for them to work effectively in the show - they have to be a neutral force of nature. That's what makes Death so precious in the moments that he decides to help the Winchesters, it's also what lends weight to mortality and stability to the universe in general. Now, this isn't all to say that I don't like Billie... but again, I basically have to believe something other than what the show told me, in order to get behind Billie as the "new" Death. Mainly, because YOU CAN'T KILL THE HORSEMEN, you can only weaken them - that's been established. Moreover, Death established that he will reap God in the end, and I firmly believe that to be true. Anyway, this whole rant has nothing to do with the intro. The great thing about this intro is that it was BEFORE they broke their own mythology and made it crappier - so when this happened, this was EPIC. Death was a force. The only slim hope Dean had was getting his hand on the scythe... and it was quite clear that wasn't going to happen with any sort of ease.
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