The meaning and relevance of this movie's title is that it refers to a drawing featuring an avenging angel of death that is left at a crime scene at the beginning of the movie. The title also connects with Charles Bronson's vigilante screen persona made famous in the movie Death Wish (1974). It suggests that Bronson is a 'Messenger of Death', the word messenger also being a play on words with this, as his character is a journalist, a job which involves writing news articles, they being "messages" in a sense.
This picture was made and released five years after its source Rex Burns novel 'The Avenging Angel' was first published in 1983. This movie has also been known under the similar title of 'Avenging Angels'.
The elders of this movie's religious groups are played by three stars of old Western movies, Charles Dierkop, Jeff Corey and John Ireland, who play Orville Beecham, Willis Beecham and Zenas Beecham respectively.
This movie was Charles Bronson's second picture outside the 'Death Wish' franchise to feature the word 'Death' in the title. The first was Death Hunt (1981) made and released about seven years earlier. This was also the penultimate movie that featured the word 'Death' in the title for Bronson. The final time would be Death Wish V: The Face of Death (1994), where the word appears twice. Bronson made seven movies with this word in the title.