I am aware that osmium is the densest element on the periodic table. But I am wondering if there is any kind of alloy or compound that is denser than pure osmium.
According to this iridium may actually be in the running as that element
For that matter, something that can be considered as a element neutroium, atomic number zero, would pack much more densely if you can get them together fast enough to offset it’s apx 10 minute halflife.
You might get an interstitial alloy that has a higher density. Pack a few smaller atomsin the spaces in the crystal lattice. Osmium hydride might be a contender. As might alloys with lithuim through to (I would guess) carbon.
Osmium iridium alloy is denser than either of the pure elements.
Mallory Metal
is the stuff they use to balance automotive crankshafts.
Twice as dense as steel.
“Twice as dense as steel” is pretty high, but it’s not really that impressive in a discussion which leads off with osmium and goes up from there.
My Golden Retriever’s skull. 
Anti-vaxxers.