Baron Saturday is the zombie consort of Erzulie Gogol, father of Ella Saturday and deposed ruler of Genua. The events of Witches Abroad are centred around the problems caused in Genua by Lilith de Tempscire and the unfolding of a seemingly-fairytale narrative being disrupted by Granny Weatherwax and her coven in the name of good.
Baron Saturday is of course Roundworld's Baron Samedi ("Saturday" in French), the chief Voodoo god (or loa) who stands at the crossroads between life and death, and is a symbol of sexuality, noted for disruption, obscenity, debauchery, and having a particular fondness for tobacco and rum. Perhaps his most famous incarnation in the western world is as a character in the novel and film version of Ian Fleming's Live and Let Die.
In Voodoo mythology he is a white, skull-faced deity who wears a top hat and a tattered tailcoat. These are draped on a cross in many voodoo rituals, particularly those in Haiti. Discworld's Baron appears in this outfit at the height of the Fat Lunchtime carnival in Genua, and dances a storm.
At the end of the Witches Abroad he is claimed by Death, so he cannot be, or have been, the real Baron Saturday. There is the intriguing possibility however that he has become the god or even the anthropomorphic personification of Fat Lunchtime.
Baron Samedi is also briefly referenced in Good Omens, when a voodoo priest, trying to make sense of what he is yet to realise is the End of the World happening around him, attempts to commune with his Gods, but instead makes contact with the disembodied spirit of the angel Aziraphale. Afterwards, he reasons that of all the ways to make a zombie, he may as well choose the easiest and most immediately available, and he commences to neck a bottle of Chivas Regal which he was hitherto planning to offer to the Baron...