Thankfully, I've not had that sort of dream that I have any memory of.

I've had a few where it ends right before I die, but I had one extreme vivid dream of me dying, dead, and...as a ghost or "soul" being lifted.

The dream before I died was pretty realistic, some guy hated me and my family for some reason and came with friends to kill us. I was outside of my Uncle's house (where I lived at the time) and I saw the men coming towards us and realizing they had guns. I screamed at everyone outside to get inside, that we were being shot at. They got lucky, I didn't. I vividly remember being shot and think it was being "bit" by something (like forest gump) and just falling down. I then felt something, not sure what hoisting me up to the skies. I looked below and saw my body and realized I was dead and my soul or whatever was going somewhere. I started frantically praying (this was also when I was still religious) hoping I was going to Heaven and not Hell. I woke up when someone had responded to me but I don't remember who it was or what it said.

That one made it hard for me to sleep for awhile, along with other night terrors I tend to get. I think I experienced a sort of sleep paralysis a week ago, where a dark figure was standing over my bed and I couldn't move at all and was screaming. I haven't had one where I die in awhile thank goodness.

I don't recall ever having died in a dream, but maybe some close calls. I can't recall any details, but I do recall feeling my life was in danger, hopped up on andrenaline, breathing super hard and rapidly, and sweating. Upon waking, all those things remained, and it took several hours for me to calm down before I could return to sleep.

I have never died in my dreams, I always wake up just before.