I just killed a 1st-level PC in my campaign. First session, even. The tank got his block knocked off by an ogre with a greatclub. One hit, straight to exactly -10. I didn't mean to do it, but I hate it when other DMs fudge, so I didn't, either.
The player could have had a legitimate gripe or two, actually. There was a ninja in front of him who succeeded on tumble and hide checks to move behind the tank; otherwise it would have been her. Also, he was slightly injured already and had asked the cleric for healing, but she abstained because she didn't have much in the way of spells left.
So, long story short, his death was entirely preventable, but he took it really well, accepting it as a part of the game (and, indeed, an inevitability given that character's personality...but he thought it'd be his own fault).
The best part is that it's added some subtext to the game: the ninja who bailed in the first round of combat was the tank's cousin. She is now enraged and will plot the demise of any remotely evil thing in her path for some time to come. Luckily for the group, it didn't occur to her character that the cleric could have also prevented the situation, or that could have gotten ugly pretty quick.