The worse video game deaths I've ever seen are all in one game: Eternal Darkness: Sanity's Requiem.
1. Being gradually turned into a zombie, but retaining my human mind and soul. Oh, and I also slowly become insane, and then left locked in a room for hundreds for years to stew in my misery. Finally, I am given the sweet enbrace of death when the newest playable character comes by with a mace. Seriously, it doesn't get any worse than that. <_<
2. The runner up: having my skull exploded by a demigod.
3. Getting jumped by a monster straight out of H.P. Lovecraft and then it makes off with my head. :blink:
4. Being dumped into the still under-construction foundations of a tower, and being one of many corpses that end doing our own impression of "Frozen Han Solo".
5. Having skeletal figure called the "bone thief" skin me alive and make off wearing my flesh as a disguise.
That's about all I can remember off the top of my head.