[Thalia](https://en.wikipedia.org/wiki/Thalia_(Muse)), the Greek muse of comedy, is also often seen holding a shepherd's crook, as in [this](http://www.mlahanas.de/Greeks/Mythology/Thalia.html) picture.

As DisturbedNeo said, in Egyptian mythology it (along with a flail) is held by pharaohs as symbols of power, and is thus held by Osiris as a "pharaoh of the dead".