Anubis was the jackal-headed Egyptian god of death and embalming, and is said to be the son of Osiris by Nepthys, although in some legends his father is Set. It is the job of Anubis to weigh the souls of the dead, and determine whether they were worthy of admittance to the underworld. As part of his duties, he is the patron of lost souls and orphans.
Anubis is typically portrayed as half human, and half jackal or dog. The jackal has connections to funerals in Egypt - bodies which were not buried properly might be dug up and eaten by hungry, scavenging jackals. Anubis' skin is almost always black in images, because of its association with the colors of rot and decay. Embalmed bodies tend to turn black as well, so the colors is very appropriate for a funeral god.
After Osiris was killed by Set, it was Anubis' job to embalm the body and wrap it in bandages -- thus making Osiris the first of the mummies. Later, when Set attempted to attack and defile Osiris' corpse, Anubis defended the body and helped Isis restore Osiris to life. In later periods, Osiris became the god of the underworld, and Anubis guides the deceased into his presence. In the pyramid texts, a passage reads, "Get thee onwards, Anubis, into Amenti, onwards, onwards to Osiris."
Prayers to Anubis are found in many ancient sites in Egypt. Later on, along with Thoth, he was absorbed into the Greek Hermes, and was represented for a while as Hermanubis. As a protector of cemeteries, Egyptians believed Anubis watched over tombs from a high mountain. From this strategic vantage point, he could see anyone who might attempt to desecrate the graves of the deceased. He is often invoked as protection against those who would rob a tomb or commit evil acts in the necropolis.
