"The Grim, my dear, the Grim! The giant, spectral dog that haunts churchyards! My dear boy, it is an omen -- the worst omen -- of death!"
-- Sybill Trelawney (PA6)
The Grim is a ghostly image of a large dog-like beast. Seeing one portends death (PA6).
Ron says that his Uncle Bilius saw The Grim and died 24 hours later (PA6).
By the time Harry has his tea leaves read by Madam Trelawney, in which she sees the Grim, he has already encountered a creature that looks like the Grim on Magnolia Crescent while waiting for the Knight Bus (PA3). Later, at Flourish and Blotts, Harry sees a book with a large bear-like dog on the cover called Death Omens - What to Do When You Know the Worst Is Coming (PA4).
During a Quidditch match, Sirius Black shows up in his animagus dog form in the topmost bleachers and frightens Harry, who believes he is being haunted by The Grim (PA9).
Old English "grimm" meaning a spectre or spirit of death, such as the "Grim Reaper"
British folklore has a long history of spectral black dogs, including one called the Padfoot, which is Sirius's Marauder nickname. Others include the Barghest of Yorkshire and Black Shuck of East Anglia, as well as the Gytrash (CS/g) and the Churchyard Beast. Probably the most famous giant hound on the lonely moors is Arthur Conan Doyle's story "The Hound of the Baskervilles" featuring Sherlock Holmes. (Wikipedia)
The spectral dog typically foretells death, but in some cases the creature is benevolent.
From Mysterious Britain:
In local traditions the black dogs sightings are seen as death portents, especially those seen in ancient churchyards in the form of the Church or Kirk Grim (Kirk being the Scottish word for Church), which is thought to represent a folk memory of a sacrifice. The black dog that used to haunt Peel castle and a nearby graveyard on the Isle of Man, is one such grim, it is said to have scared a sentry to death. Other sightings from the South of England, have been related to coincidental sudden deaths.
One or more black dogs allegedly contributed to the injury and death supposedly caused by the Pendleton witches in 1612, according to the History Channel documentary Witches: A Century of Murder and to Wikipedia. -BB
An ominous black dog connected to evil and witchcraft appears in The Witch of Edmonton, a 1621 play by Thomas Dekker, John Ford, and William Rowley. -BB
Some fans have speculated that Sirius Black's Animagus form is not just a big black dog, but actually The Grim, since whenever he's around, something terrible happens or someone dies.
- Sirius bullied Snape and played the Werewolf Prank to lure him to the Shrieking Shack and a possible early death if James hadn't saved him. A week later James started bullying Snape to cheer Sirius up, which led to "Snape's Worst Memory" of his breakup with his best friend Lily.
- After Sirius left home, his brother Regulus became a Death Eater and died trying to destroy a horcrux, and his mother went insane.
- Sirius decided not to become James and Lily's Secret Keeper, but to give the responsibility to Peter Pettigrew, a choice that left the Potters in ultimate danger.
- When Sirius broke out of Azkaban and showed up at Hogwarts the consequences were "grim" indeed. The portrait of the Fat Lady was knifed and traumatized, Harry was surrounded by Dementors and fell from his broom, Ron broke his leg, Snape was knocked unconscious, Lupin forgot his Werewolf potion and lost his job, and Peter Pettigrew escaped to find Lord Voldemort.
- Padfoot returned to Hogwarts just before Mr. Crouch and Cedric Diggory died.
- When Sirius returned to Grimmauld Place in OP, his cruelty to Kreacher in throwing the Elf out of the house led Bellatrix and Lucius to concoct the plot to lure Harry to the Department of Mysteries. How did they do it? With a vision of Sirius being tortured by Voldemort.
- At the Battle at the Department of Mysteries, Sirius himself fell through the Veil and died because he kept duelling with Bellatrix Lestrange after the battle was over.
From the Web
"Grim" on the Harry Potter Wiki