I'm sure there's one or two I've done it with, but a lot of the time, I either clumsily fuck up, or get curious and save (or not, if there's no saving, just checkpoints) or start tempting fate by doing stupid shit (am playing Shadows of the Damned now, had a boss fight with a really easy, non-threatening boss, but he sent out infinite minions. Now, knee-capping minions, then button-mashing x on them 'till they die produces money. I figured I'd stock up on money, but eventually got cornered by invulnerable-till-they-are-shot-with-a-special-shot-first enemies, who started tearing into me, and I had nowhere to dodge-roll to. Cue death.)
Hell, I heard yahtzee talk about just how easy SotD is - and it is quite easy on the normal difficulty - but one time, after defeating like, the first proper boss, I had a cutscene, and suddenly I died! But I still got the display of the new weapon I'd have gotten for defeating the boss - problem is, it froze. I could still hear the sound effects from my melee attack or from using health items, but it was just kind of fucking bugged out. And even so, knowing it's most likely a bug, my goddamn pride won't let it go. Same goes for the aforementioned dicking around in the boss battle, and one incident where I'd gotten several opponents prone and was going to stamp in their heads. Problem is, I didn't know they could still pose a threat, but they could, and they were clustered together ya see, so when I entered the pseudo-quicktime-event to fuck up one of them, the rest could still attack me, and when you actually get hit, you lose quite a bit of health. But I *could* easily have safely shot them up from a safe distance. So why didn't I? Fuck. And the worst part is, I'm still beating myself up over it, and always do. It's not healthy, I know, but I have a very twisted, demented sense of pride.
And now I'm rambling. Sigh.