Here are some Elder Scrolls deaths:
Arena: While swimming, let an enemy paralyze you. (Yes, they actually coded this special case into the game, and it did happen to me once.)
Daggerfall: Fall out of bounds, then press Alt-F11. Then suffer enough falling damage to kill you outright.
Daggerfall: Equip a weapon that has been enchanted to cast an instant death spell "when strikes". Enemy attacks with a bow and arrow, causing the instant death effect to trigger and kill the player. (What?)
Morrowind: Read a Scroll of Icarian Flight, and then jump. Too much falling damage. (As a side note, if you fortify your Fatigue way above your maximum, you can not only survive the fall, but *gain* HP because of it, and this HP gain ignores your maximum.)
And one non-TES one:
Might and Magic: World of Xeen. Shrine of Ultimate Evil. Destroy? Yes. The entire dungeon collapsed, with you in it. (You did save recently, right?)