I need to know how to fuse him. Anybody know?

You can officially fuse Thanatos when you max out the DEATH SLink. Since he requires a fusion of the hexagon variety you need to have in person, all six personae that are required. Those are the following: Ghoul, Pale Rider, Loa, Samael, Mot, Alice. These personae are all of the death arcana, hence creating the ultimate form of the death arcana. If you do not have all of the required personae, you need to look at a faq and decide what is the best way to create them with your current compendium.

^ Lol, It didn't even occur to me. ;p

I don't have a complete list of what personae fuse into Thanatos, however I can lead you into the right direction. Try fusing together compatible arcana's that create the death personae.  Death X Death, Aeon X Fool, Temperance X Magician, Tower X Priestess, Hermit X Death X Devil, etc. So, (Alice X Kurama Tengu X Succubus) would be a worthy fusion if you had those personae.

Use this chart to plan what personae that you are going to fuse.

Alice, Raphael and Hecatoncheires!!!  I found the Thanatos fusion! Yesssss!

i know this post is from 11 years ago, but if someone is playing the answer and needs this, i got a fusion for Thanatos

Fuse Lilith and Kumbhanda

@navi: Thank you kind man, I couldn't get Alice and this works perfectly