Awesome
I'd really like to see this continued...
Maybe some better animation, some higher detail(even in an art deco art style, that could be possible), and more effort put into the voice acting, and you could have something.
I have some ideas to share with you:
Perhaps the Grim Reaper as the "P.R. Deltoid", or perhaps as the Prison Warden?
A more sexy interlude with the tunnel straight after this intro, rather than some hobo/lowly undead getting the shite kicked outta him? Perhaps this... reverse necrophilia we're hearing about(*hinthint*)?
There's problems with some other portions, like the characters to be "Pee" and "Em" (the mother and father figures), or what motive the droogs would have to stab our humble narrator in the back. However, I think you can make it work with a little bit of brainstorming and some help from the outside...
I look forward to more like this...