So far I have been staying to the D&D stuff for my letters so far but Death is just to good a topic to not talk about for from a roguelike prospective. Dieing is a constant threat in any good roguelike and not just that namby pamby "oh you died do you want to continue" stuff. Its full-on hardcore DEAD. There is no non-cheating way to continue with a character after it dies. But this is quite alright. In fact in my favorite computer game which gets stuck into the roguelike category has the motto "Losing is FUN". The game is Dwarf Fortress and not only does it have no win condition besides what you set yourself it can have a very persistent world. This means when you play the fortress mode and lose the next time if you play in the same world the ruins of your fortress will still be there. This was the first game I have ever seen that not only randomly generated a world for you to play in that could have a couple thousand years of history generated for it but that let you actually mess around with it in such a critical way. The only game that I have read about that does this much or more is not really so much a "game" as it is Rob Conley's Majestic Wilderlands setting where he has 30 years of real life gaming put into it and where for his campaigns his player's end game goals is setting themselves up in the world. He has had them create their own kingdoms in the setting.
Of course there is more to roguelike death then persistent worlds or else Dwarf Fortress would be the only one really. To talk more in depth about death for them I will use Dungeon Crawl Stone Soup. There are many other good roguelikes to talk about but this one embodies it very well and I know quite a bit about it. In Crawl you will die. You will die sometimes even if you do everything 100% correct sometimes. Unlike most games from the game industry you will have to run from monsters. If you are fighting a hard one and are low on health you should drink that healing potion. Saving something like that for later means nothing when you die and there is no later. Death is a constant companion even when you max your level. A lot of people like to avoid the last level of the dungeon even when they get as strong as they can be. They only go down there to grab the Orb so they can get out and win and even then they generally prefer to use apportation, a spell that grabs the Orb from a distance so they don't actually have to fight the monsters down there.
Now some people might think constantly dieing and having to restart would be boring and not at all fun but they are wrong. Because of the dungeon being randomly generated every game besides some predefined levels it is all different and starting over with a new character is a strong point of the game. Later levels are good and all but there is a sweet spot after the very first part. Its when you are not going to die to easily but are still constantly in danger. This is one of the funnest points in the game for me and lets people play Crawl over and over many times past where other games of other types become quite boring, even if they to have random layouts for their play area.
To wrap up this topic I want to clarify one thing. When talking about roguelikes above I mean non-commercial ones. There are a number of Japanese ones that don't have permadeath and the Pokemon mystery dungeon follow this. Diablo is another commercial roguelike with probably the biggest difference being that its a real-time game. The Japanese games have the setup they do because the creator of the original one which was called Torneko no Daibōken: Fushigi no Dungeon, played up the parts he thought where important to a roguelike game. Of course the ones that followed where that way because the first ones did it that way and where popular. Nothing against them because they are quite fun but I like my roguelikes with permadeath.