Main Series:
* Mort (1987): Death's apprentice, Mort, is thrust into the role of the Grim Reaper.
* Reaper Man (1991): Death attempts to retire and find a replacement.
* Soul Music (1994): Death takes a break from his duties to play bass in a rock band.
* Interesting Times (1994): Death is temporarily replaced by a human.
* The Wee Free Men (2003): Death makes a cameo appearance.
* Thud! (2005): Death makes a cameo appearance.
* The Last Continent (1999): Death travels to Australia.
* The Amazing Maurice and His Educated Rodents (2001): Death makes a cameo appearance.
* The Colour of Magic (1983): Death makes a cameo appearance.
* The Light Fantastic (1986): Death makes a cameo appearance.
* Moving Pictures (1990): Death makes a cameo appearance.
* Guards! Guards! (1989): Death makes a cameo appearance.
* Men at Arms (1993): Death makes a cameo appearance.
* Feet of Clay (1996): Death makes a cameo appearance.
* Hogfather (1996): Death is kidnapped.
* Jingo (1997): Death makes a cameo appearance.
* The Fifth Elephant (1999): Death makes a cameo appearance.
* The Truth (2001): Death makes a cameo appearance.
* Night Watch (2002): Death makes a cameo appearance.
* Going Postal (2004): Death makes a cameo appearance.
* Making Money (2007): Death makes a cameo appearance.
* Unseen Academicals (2009): Death makes a cameo appearance.
* I Shall Wear Midnight (2010): Death makes a cameo appearance.
* Snuff (2011): Death makes a cameo appearance.
* Raising Steam (2013): Death makes a cameo appearance.
* The Shepherd's Crown (2015): Death makes a cameo appearance.
Other Appearances:
* The Colour of Magic (1983): Death makes a cameo appearance.
* The Light Fantastic (1986): Death makes a cameo appearance.
* The Wee Free Men (2003): Death makes a cameo appearance.
* Thud! (2005): Death makes a cameo appearance.
* The Amazing Maurice and His Educated Rodents (2001): Death makes a cameo appearance.
* The Carpet People (1991): Death is mentioned.
This is not an exhaustive list, as Death is mentioned in many of Pratchett's books, even if he doesn't have a major role. However, the above list covers the books in which Death has a significant role.
It's worth noting that Death's appearances often are quite brief and not as significant as in the books where he is a main character. His appearances are often humorous and serve to highlight the absurdity of the situation.