As for the death among such beings, I have heard the words of a man who was not a fool nor an impostor.The father of Aemilianus the orator, to whom some of you have listened, was Epitherses, who lived in our town and was my teacher in grammar.
He said that once upon a time, in making a voyage to Italy, he embarked on a ship carrying freight and many passengers. It was already evening when, near the Echinades Islands, the wind dropped, and the ship drifted near Paxi. Almost everybody was awake, and a good many had not finished their after-dinner wine. Suddenly from the island of Paxi was heard the voice of someone loudly calling Thamus, so that all were amazed. Thamus was an Egyptian pilot, not known by name even to many on board. Twice he was called and made no reply, but the third time he answered; and the caller, raising his voice, said, ‘When you come opposite to Palodes, announce that Great Pan is dead.’
On hearing this, all, said Epitherses, were astonished and reasoned among themselves whether it was better to carry out the order or to refuse to meddle and let the matter go. Under the circumstances Thamus made up his mind that if there should be a breeze, he would sail past and keep quiet, but with no wind and a smooth sea about the place, he would announce what he had heard. So, when he came opposite Palodes, and there was neither wind nor wave, Thamus, from the stern, looking toward the land, said the words as he had heard them: ‘Great Pan is dead.’ Even before he had finished, there was a great cry of lamentation, not of one person, but of many, mingled with exclamations of amazement.
As many persons were on the vessel, the story was soon spread abroad in Rome, and Thamus was sent for by Tiberius Caesar. Tiberius became so convinced of the truth of the story that he caused an inquiry and investigation to be made about Pan; and the scholars, who were numerous at his court, conjectured that he was the son born of Hermes and Penelope
Plutarch, The Obsolescence of Oracles