Death by fear is one of the most effective tropes in visual media, and despite the fact that dying from fear related shock is extremely rare people can't help but be mystified by the prospect of a heart stopping scare.
But it's far more common for a person to die while scared rather than dying from fear itself, and just thinking about a scenario where your worst fears come true and seal your fate is enough to make your pulse quicken.
Cheryl Eddy began a Superlist on io9 with descriptions of The 10 Scariest Ways To Die, which became a much more super list thanks to input from readers.
Here's my favorite entry from Cheryl's list:
7. Your nemesis doses you with a poison that slows your breathing and heartbeat to barely perceptible levels; everyone, including medical professionals, thinks you’ve kicked the bucket. At your funeral, which you’re able to fully witness in your immobilized state, your nemesis leans over your living corpse and whispers all of his or her plans to ruin the lives of all the grieving loved ones you’ve left behind. In a Quentin Tarantino movie, you’d be able to break your way out of the grave and get sweet revenge. But this is real life, and since you can’t die of a rage overdose, you slowly suffocate in the subterranean darkness of your coffin instead.