For the majority of video games that exist right now, not dying is sort of... the whole point. Even in series where the intention is to make it very difficult for you to not die, your goal is still to try and persevere until you finally fell your enemies or make it to the next level without kicking the bucket - or, at least not dying too many times.
But, on occasion, death is unavoidable. It's incredibly grim to say it like that, but it's also very true. Whether it's because it's in a cutscene you can't quicktime event your way out of, or just an encounter made purposefully unwinnable, sometimes you have to bite the dust in order to actually finish the game.
Though the manner of death varies wildly - from getting kicked to death by twenty-five bandits to having a crystal driven through your skull by a naked dragon - one thing always remains the same: you'll probably feel a little bitter about it for a long while afterwards.
At the very least, you can do so knowing that MANY others feel exactly the same.
10. Sacrificing Yourself To Save The World - Persona 3
When a game has a good and a bad ending, you usually presume your death is reserved for the bad ending - as a sort of scolding for making more evil decisions in your playthrough.
And then you play Persona 3, and this concept is more or less thrown out the window, as both the good and bad ending see you die.
If you opt for the bad ending - by killing Ryoji, the avatar of Nyx - you and all your friends lose your memories of your quest to save the world, and spend your last days goofing around unaware the world is ending and is going to take you with it.
However, your fate isn't exactly any better in the good ending, although it is substantially more noble. Instead of just killing Ryoji, you face his avatar form, and then use your Social Links to turn yourself into a seal to barricade Nyx from ending the world. Unfortunately, doing so turns you into a Great Seal in Tartarus, and kills you off in the real world too.
While Persona 4 raises the possibility of our protagonist being saved, thus far they're still dead and a door seal simultaneously - although you can also fight him in Persona 5's DLC, paradoxically.