Erk...don't remeber the exact story behind him but here's the very very basics:

The Mortician's Daughter story shows up in God Child 3...he's just called the Coffin Man because he carries around the coffins all the time...he works for Delilah as part of the Minor Arcana and wants to become a member of the Major Arcana quickly.

As to WHY he carries around the coffin...damned if I remember XD