Another game, Deadlands (original rules), one PC decided to wander off on his own knowing there were dangerous creatures lurking about. Naturally, he get gets jumped by a Wendigo, and he is literally on his own because all the other PCs are quite far away. In the original Deadlands, you could spend an meta resource called Fate Chips (poker chips) to mitigate some of the wounds your character takes. The player character starts racking up some wounds, and I remind the player that he can spend some of those Fate Chips to mitigate damage. He decides not to, and his character is pretty close to death.
Player #2: Uh, you might want to spend a Fate Chip next time you take damage.
Wendigo Chow: Nah, mgibster isn't going to kill my character during the first adventure.
Me: Staring at Wendigo Chow with hunger in my eyes.
Player #2: You're about to die.
Me: Okay, so the lumbering beast bellows, striking you, doing X damage. Do you want to spent any Fate Chips?
Wendigo Chow: No.
Me: Allright, you go down and as the world goes black you hear the echoing howls of a raging beast grow ever more distant. Let's see what the other players are doing.
Some time later....
Me: You guys got here as quickly as you could after hearing gunfire come from the railroad coal depot, but your friend isn't to be found. You follow his tracks until you reach a grisly scene; the body of your friend lies in the snow, but portions of him are missing, as if he's been chewed on by an awfully large critter.
Wendigo Chow: <obvious hurt> What? I'm dead? Why didn't you just tell me?
Me: I thought it was more dramatic this way.