Let it be said first that this deck deviates from traditional cut and paste Orzhov Reanimator style decks. The choice of running Athreos, God of Passage as your general suggests it may be in our best interest to discard hopes of running a reanimator strategy (perhaps o.g Teysa, Ghost Council of Orzhova, or Vish Kal can get may help you in better fashion if that is what you seek). The decision to forego this cookie cutter build really allows us to explore some other ideas that might not only work well in an Athreos deck, but might be its defining attributes above other choices and play styles.
We begin by referring to well known deck featuring Pestilence in an alternative format known as pauper; a primer on that specific deck can be found here:
http://www.mtgsalvation.com/forums/the-game/casual-related-formats/casual-primers/167703-primer-decks-pestilence
The general idea features the use of pestilence and creatures with protection from black or indestructibility to keep the enchantment on the field. We can transplant this concept into the foundation of our deck. Since Athreos is indestructible, if we keep it online then pestilence will also stay on the field. By itself, this idea can hardly sustain a fully functioning deck - but exploring the mechanics around this will lead us to other inclusions.
Notably, Crypt Rats and Thrashing Wumpus come to mind as cards with parallel effects to Pestilence, but with a slight trade-off. Pestilence loves to keep our general online, but the Wumpus and Rats don't care either way. They instead interact with the second mechanic of our general - upon death one of our opponents has to make a choice between letting us potentially resolve another pestilence-effect in the future, or paying 3 life to keep that creature in the yard.
If we were running typical reanimator targets, such as perhaps a Rune-Scarred Demon or Angel of Despair the choice would likely be easier one way or the other in accordance with circumstance (put the creature in the zone that is least accessible to the Athreos player) With Crypt Rats, the story is slightly different; a typical scenario may have us tapping a Cabal Coffers on an opponents turn for repeated activations on the Rats; suddenly the difference of three life after losing anywhere between 5-10 becomes disheartening...the choice to put that creature into your graveyard is, 9 times out of 10, usually the correct one for the sake of the table's survival. However, the three life spent to keep it there puts that player at a distinct life disadvantage. Normally, life-total is not treated as seriously of a measure of winning or losing in any regards in EDH, but this is exactly where this deck will hit our opponents. In short, we seek to reinforce the idea that life is a resource, and we will use more of it and have more of it than our opponents.
Of course, either choice made from our Athreos trigges is perfectly fine with us. We're running Volrath's Stronghold, Phyrexian Reclamation, Haunted Crossroads, and Xiahou Dun, the One-Eyed anyway.
We can assume that a plan to get the most out of pestilence and company must be supplied with a large amount of black mana. The way you do this in your own implementation is entirely up to you, we have a lot of big mana options to choose from in black alone;
My current list uses only crypt ghast, cabal coffers/urborg, black market, and bubbling muck but I might change that for future revisions. We can build on the coffers with Vesuva, Thespian's Stage, and Deserted Temple, which by themselves are already versatile. You might consider leaning more on the creature-side rather than artifact side for big-mana acquisition, as it increases the frequency of your Athreos triggers. Black Market is solid in the deck by itself and furthermore increases our devotion count.
On that note, devotion is worth putting into consideration, because we'll be utilizing it to turn our general between "on" and "off" states for our own benefit. This includes avoiding spot removal, mass creature removal, and creating or eliminating our own board presence for combat purposes or otherwise. Being indestructible by itself doesn't cut it against the likes of Swords to Plowsheres, Path to Exile, etc...so being able to turn our general from a creature back into just an enchantment is a viable defense mechanism if we are able to manipulate our devotion at instant speed. To this end we have Aura of Silence, and Seal of Cleansing (with others of the similar ilk Seal of Doom, Executioner's Capsule, Dispeller's Capsule) Necrotic Sliver, Flickering Ward. These cards very viable in their own right but serve doubly as devotion manipulators. Seal of Cleansing and Aura of Silence hit the board early to disrupt opponents and can stick around for devotion, while Necrotic Sliver's vindicate ability can be used for a 3 life sting or a political leverage upon Athreos' trigger. Flickering ward has a number of uses, most obvious of which we can give our Crypt Rats or Wumpus protection from Black and blast away at board states and life totals. Crypt Rats and Thrashing Wumpus can additionally be used in this way to save our general if need be. A final note to this section, someone who truly wishes to keep our general from the battlefield can do so, albeit with greater difficulty than normal (barring usual counter spells, we consider Return to Dust and Merciless Eviction in first and second thoughts, and as of SOI we have Anguished Unmaking and Nahiri, the Harbinger will do just fine), but from a big box perspective that may be a wasted spell that could be better spent disrupting a combo, stopping a game-ending play, etc (More on this later). Lets move onto recurring creatures.
The use of the word recur here implies that one does care about graveyard to hand interactions, and does not care about graveyard-to-battlefield interactions, in fact this is perhaps one of the few orzhov colored decks that can afford to symmetrically hate reanimation. You could even choose to go as far as hate ETB effects (though my list moves in a different direction). Thusly, Containment Priest makes the cut. This card is phenomenal and I wish more people would run it - you can come up with your own list of EDH powerhouse staples that get hosed by this card but I'll throw out Tooth and Nail, Living Death, Sneak Attack, and Deadeye Navigator for starters. The gravy here is that the flash doesn't just let us hose game-ending cards at instant speed, but also ticks our devotion up by one if we need our general online to block. By association we can mention Aven Mindcensor and even Hushwing Gryff (and Torpor Orb while you're at it) if you want to run low or nil on ETB creature count.
Speaking of ETB effects, many of the creatures that I will be recurring are meant specifically to interact from being cast from your hand; which is in line with the synergy that Athreos provides by allowing opponents to send cards to our hand instead of staying in the graveyard. Interestingly enough, I noticed that a lot of these cards meant specifically to be cast from hand happen to have mass removal on ETB triggers - and it just so happens that our general is quite resilient to most common wrath effects (Can you feel the synergy?)
Our list of possible creature-wrath includes; Show
I supplement this with a usual suite of sorcery speed mass removal and then some;
Possible Wrath Includes Show
From here we can begin fleshing out the rest of the deck in usual fashion.
Equipments: Show
Sword of Light and Shadow Everything here fits what we need in this deck, pro black for protection against pestilence effects, life gain to put us on top of our opponents life totals, and creature recursion straight back to our hand where we can the most benefit from them.
Sword of Feast and Famine We still get the pro black for pestilence sake here, and the additional cabal coffers activation is most certainly welcome.
Sword of Fire and Ice Not in my current list, but card draw and removal is great; you may consider running more creatures to have something to throw these equipment on.
Lightning Greaves I'm not running this, lets discuss this in the closing section.
Draw and Planeswalkers: Show
Underworld Connections
Phyrexian Arena
Greed More mana efficient than card below.
Erebos, God of the Dead Outside of this deck I'm not the biggest fan of this card, but here is one of those places where stopping our opponents life-gain strategies actually matters.
Necropotence
Mind's Eye Card draw that doesn't require you to spend any life to use!
I should mention here that the inclusion of planeswalkers seemed natural, as we can expect to keep the board relatively clear of threatening creatures or have our general available as a blocker. The walkers themselves add a nice chunk of devotion as well.
Ob Nixilis Reignited
Sorin, Grim Nemesis
Liliana of the Dark Realms Adds devotion, grabs us precious swamp cards (and Godless Shrine and Scrubland) for our mana ramping, provides creature removal, and comes with the distant possibility of an ult thats actually relevant to our strategy. We want this very badly.
Liliana Vess
Sorin Markov This is how you kill Oloro, and is your other method of dealing with Life-Gain strategies. Did I already mention we're running Xiahou Dun, the One-Eyed?
Tutor Package: Show
Demonic Tutor
Vampiric Tutor
Enlightened Tutor
Weathered Wayfarer
Expedition Map
Stoneforge Mystic
Steelshaper's Gift
Dimir House Guard This card and the card below are worth less than a dollar and are phenomenal tutors at best, still pretty good spells at worst. The house guard as a creature has the evasion to throw our swords onto and a useful instant speed sac outlet for resilience but honestly, click on the 4cmc graph breakdown and see how many cards this can connect to at three mana - very versatile and underrated in B/W EDH. Oh, and it connects with Xiahou Dun, the One-Eyed.
Shred Memory Connects Containment Priest, Stoneforge Mystic, or Demonic Tutor at worst, at best stops your choice of infinite combo involving a graveyard. Phenomenal EDH card in B/W.
Open the Armory I don't know how I feel about this card yet, but I will say that if you decide to run more auras than just flickering ward (for example, Spirit Loop), then you might consider this card.
Shambling Vent and Spawning Pool The inclusion of both of these manlands is three-fold. First and foremost I wanted something else to throw my Swords onto. In the case that they died before they returned to being lands with Athreos on board - I would be able to entertain the possibility of an Athreos trigger sending a manland back into my hand or getting three life from an opponent. Furthermore, in the case that pestilence was on board but my general for some reason was not (due to removal), I could activate a man land to delay pestilence leaving the battlefield for one more turn. Finally, Shambling Vent has lifelink, Spawning Pool is resilient with regeneration, and both lands can tap for black mana.
Xiahou Dun, the One-Eyed May as well be our hidden General, he does so much good in this deck I've lost count of the victories he's carried me to on his horse. You may find he works so well you can justify putting Loyal Retainers in solely for him.
Chromatic Lantern Mana rock that lets our plains tap for black mana.
Debt to the Deathless and Exsanguinate Can but doesn't have to be cast for lethal. I'm content casting this just to get ahead on life count by any small margin. I'd also like to reiterate, we're running Xiahou Dun, the One-Eyed.