Baron Samedi was more of a cameo in a lone episode; without spoiling too much, he appears in a group that includes several other Gods/Goddesses, including several Hindu, Norse, Roman and Chinese deities.
But for a show involving angels, exorcisms and the Apocalypse, Supernatural’s been pretty good about acknowledging the existence of other Gods/Goddesses in addition to the God of the Abrahamic faiths. We’ve had guest stars in Osiris, Chronos, the Vanir, Fate (well, ONE of the Fates, I think; she makes oblique reference to her sisters, if I recall correctly), Kali, and Loki (uh, sort of). And the Revalations-vintage Apocalypse is presented as one of many possible such end-of-the-world scenarios.
It’s obvious Kripke’s a Gaiman fan, is all I’m sayin’.
Speaking of Supernatural and voudou — have you seen myjusticecake’s ongoing vodou-centric Righteous Woman prequel?