I think that nightmares can kill us - I once had a night mare that I got drunk and fell into bed with a horrible woman who was an axe murderer - I just woke up as she was about to strike down on my head with an axe - I am sleep walking right now - or I think I am - I dont really know as I have lost my head
Not sure about people actually dying but I suffer from sleep paralysis. It's more annoying than anything else. It's like waking up but not actually being awake and I'm unable to move or speak. Lasts for a few frightening minutes but after enough struggling I usually wake up.