Midnight has sold parts of his soul to multiple Demons.

Galaxy signed a contract with Maralyn, resulting in her daughter's life being in the hands of Maralyn.

Kira has made deals with Azazael, which makes him more attached to her.

Noriko has casted multiple different objects to other realms (including the human world). These objects do a number of things, but all of them eventually takes the person's soul.

Kira and Noriko both have weapons, when killed with your soul is forever trapped within. They're passed down within the Katsu family and are an extremely sacred item, along with the objects I mentioned previously.