When Death met the philosopher, the philosopher said, rather excitedly: "At this point, you realise, I'm both dead and not dead."
There was a sigh from Death. Oh dear, one of those, he thought.
You can read the full story here.
Death is still one of my favourite characters of Discworld, and this short story really shows why that is.
Many thanks to YouKneek for pointing me to this one.