I'm sure that if you've ever declared that you're running a marathon, someone has brought up the possibility that you might never make it to the end. And by that, they mean that you won't just hop on one of those clean-up trucks with your head hanging low -- they mean in a stretcher or body bag.
Yes, Phillipedes died on his 20-mile sprint long ago (the "marathon" as we know it is 26.2 miles due to logistical arbitrariness that happened much later). At least three people have died as a result of the Los Angeles Marathon, all of heart attacks. Some people have died in shorter races, such as the Bay to Breakers (8 miles?). And in that same case, some die young, athletic, and otherwise healthy.
Go to the doctor before trying to run a marathon. Even the cheesiest of workout videos tell you to see a doctor before beginning a fitness program. They might be able to detect a heart problem, or they might clear you only to find that you will over/underhydrate and succumb that way. There is only so much a runner can do.
Although it sounds cliché, I'm sure that if these runners could still communicate, they would say that they died doing something they enjoyed. I think I would say the same thing. People die of worse things every day, things equally as, if not more, preventable and far less fulfilling.