You need to read Small Gods by Terry Pratchett.
Although I'm not fond of treating gods this way. I tend to prefer an approach where gods gain power by seizing hold of some particular archetypal conduit and holding onto it - a bit like the Malazan book of the Fallen.
So you can kill the god of death, but before too long a new god of death will arise because there's a vacant throne that needs to be filled (although if the last god of death was a massive naughty word then it may be a considerable improvement).
From time to time, if mortal society changes a new throne may appear waiting to be filled - this makes for a good campaign hook.