It isn't exactly death but...
I remember playing MGS3 and, at The End part, I was there, standing on the middle of the field with the Directional Mic, trying as hard as I could to hear where the hell The End was.
So I hear his heavy breathing and I'm "OK, now where is he?" I look at the sound's direction, trying to see where he's hidden, but I can't really see anything, but I know he's getting closer because, damn, the sound is getting louder. And there I am, wondering where he is and suddenly BANG! Tranquilizer dart on the back of my head!
I fall down and he takes me back to the prison, miles away from there.
That was surprising and incredibly lame on my part...