Preiser makes a rearing white horse, but your best bet is to “kitbash” some figures.
You can Google this stuff and find most, if not all, of what you are looking for on military figure web sites.
As far as Black Death on a White Horse goes, your best bet is a medieval knight that you can paint black.
You can find knights on horses, though you will probably need to repaint the horse white.
Ulrich pointed you in the direction of a masked bank robber.
Once again, the military web sites have soldiers with rifles extended. You can always carve out the rifle and convert it to a shotgun in the hands of the masked robber.
Maybe not a slam dunk, but it can be done with a little creativity.
If you are looking for the Death character from Terry Pratchett’s Diskworld series of books, you would be looking for a hooded figure to ride Binkey, the white horse. Look at some of the Preiser fantasy figures or maybe some diecast figures from a gaminig website.
Rats, somone beat me to the Discworld reference. Which I assume is what the OP is going for. Preiser is definitely the best bet, they have a figure of darn near everything.