If Breath of the Wild counts then so should Twilight Princess and Spirit Tracks.

@LinkBetweenGames Good point about TP, I had forgotten about the spirits of light, so I'll add it to the list! I haven't played spirit tracks, can you tell me what character counts as a celestial?

If I remember the lore correctly, the Lokomo are servants of the gods. The game doesn't make it clear if they are angels or really long-lived mortals, but they have celestial imagery.