I see lots of dreams about death, but it's never me who is dying.
The most common ones are some people close to me dying and their loved one's coming after me. For example one dream where me and my sister went swimming and she drowned. After that her boyfriend called to me and asked if I had seen her. I said no. More and more people came looking for her, and only I knew she was dead, but I just couldn't tell it to anyone.
The next group is just random people dying from random reasons, lots of blood and innards scattering around. In one dream I was riding a motorcycle on a huge highway with eight lanes. I was driving in the middle, and the traffic was really fast. Then a guy's who was riding behind me died, losing just an upper part of his head. I looked back and saw the lower part of his brain, still inside his skull. I had to keep driving though, because there was no place to stop.
Then there are dreams where I kill people. They hardly feel like nightmares, I am always perfectly calm during them. Usually there is someone giving me instructions and pointing out the people I should kill. In one dream I was walking down the streets in my home town when someone standing behind me pressed a gun in my hand and started pointing people with his finger, and I shot them all in the same order.
It is not like they torment me or anything, more likely just disturb.