A question recently arose on Tristatevodou about selling your soul to the lwa.
Of course, the original soul-marketer was Ol' Splitfoot himself, who has been buying souls for centuries. According to one common version, as seen in Goethe's Faust and Marlowe's Doctor Faustus, one can acquire great wisdom and forbidden knowledge in exchange for eternal damnation. (All I have to say is that had best be some pretty impressive wisdom and knowledge!) For Faust/Faustus, this wisdom is an end in itself: he becomes heroic by virtue of sacrificing everything in his quest for knowledge. Later on this archetype would become a staple of modern science fiction and horror, as the "Mad Scientist" who wants to learn the Secrets of the Universe and won't let little things like law and morality stand in his way.
This vision really has no parallel in Vodou. Haitian Vodou is an eminently practical faith: knowledge is useful only insofar as it puts a roof over your head and food on your table. The idea of giving up everything to gain wisdom isn't all that appealing to people who have nothing: in Maslow's hierarchy of needs food, clothing and shelter come well before self-actualization.
Another famous version of the story suggests that Satan can fulfill all your carnal needs in exchange for your soul. He can make you unimaginably wealthy and provide you with a sex life that Hugh Hefner would envy - but when the party is over it's REALLY over.
Haitian culture has several myths which fit this pattern. It's not uncommon for people to gossip that a very lucky or very powerful person "works with the left hand" or has made a pact with a bokor or a malevolent spirit. And it's not uncommon for people to purchase pwens chaud (hot points) in an effort to better their lot. These "left hand" spirits are more demanding and quicker to anger than the cooler "Gineh spirits" but they are also known to work faster and harder on behalf off those who will meet their needs.
Those needs, alas, don't generally include souls. They will more typically involve fets and sacrifices of rum and blood. If those sacrifices are neglected, the pwen or djab may decide to feed itself on its owner's family: a baby or old person may die, or the owner may be horribly injured or lose everything s/he gained with the pwen.
The spirits aren't concerned with gaining control of their followers after death: they are focused on service in the here and now. Writing your name in blood on a piece of parchment is easy: spending decades caring for a djab that might kill your children or parents if you screw up is a bit more challenging.