Death(The Four Horsemen #4) by Laura Thalassa
They came to earth–Pestilence, War, Famine, Death–four horsemen riding their screaming steeds, racing to the corners of the world. Four horsemen with the power to destroy all of humanity. They came to earth, and they came to end us all. He’s known by many names: Thanatos. Horseman. God’s last angel. And then, of course, there’s the one I’m all too familiar with— Death. The day Death comes to Lazarus Gaumond’s town and kills everyone in one fell swoop, the last thing he expects to see is a woman left alive and standing. But Lazarus has her own extraordinary gift: she cannot be killed—not by humans, not by the elements, not by Death himself.