Got a minecraft mod which added a void monster, summoned it and went ham on it with a diamond sword + str potion. Still managed to kill me even though I was in creative mode.
Not a real death though I suffered quite a lot when I couldn't solve a puzzle on my first try in "Layton's Mystery Journey", Actually, it were multiple puzzles, haha. Other than that, I can recall that I was defeated by an Elder Dragon in "Monster Hunter Stories".
When I was trying to beat one of the optional espers in Final Fantasy XII: The Zodiac Age. I think I was just horribly under-leveled for it. I kept dying every single time. gonk
When I was playing Skyrim, I was surrounded by Draugr Deathlords. They kept shouting at me and throwing me around like a doll. Every time I got up, I got thrown again until I finally died. That irritated me.