I believe the film you're thinking about is "Between Two Worlds" (1944) with John Garfield, Paul Henreid, Sydney Greenstreet, & Edmund Gwenn. Here is the link for the film at the Internet Movie Database (IMDB.com):
Sydney Greenstreet's character is the "Examiner" (not death). "Between Two Worlds" finally came out on DVD in 2010: check TCM & Warner Archives.
You might also want to check out "Death Takes a Holiday" (1934) with Fredric March & Evelyn Venable. Here is the link on IMDB.com: