Well, I had this one death that wasn't so funny as HOW it happened, but rather what it caused.
When I first played through Ancient Castle of Ikana in Majora's Mask, I was a complete idiot and didn't catch the Garo's hint, so I was trying to make it past all those ReDeads without wearing a mask that makes them dance and totally harmless. So I kept struggling through every room, dying many, many, MANY times. I FINALLY reached the top of the castle, and I was immensely relieved. I used the Powder Keg and everything, and exploded a hole in the ceiling to let light through. And then I fell down – right in the center of the ReDeads. Annnnd they killed me.
I was so angry at this point that I gave a frustrated tug on the GameCube controller, where it was attached to the Wii (since I was playing Virtual Console). Of course, they're wired, and so the whole Wii went with it. It fell off to the side, and I was worried, but fortunately, it landed propped up against the TV, so it only fell halfway. Relieved, I turned back to the screen – but instead of it coming out of the darkness of death, it said "You will need the Classic Controller" and then the title screen popped up.
It turns out that the Wii had fallen against the TV in just the right position that it hit the reset button. So all of those ReDead deaths and everything I'd done had all been for nothing, since none of it saved. You can imagine how thrilled I was.