A sim can die of over excursion while have sex. They could die of heart attack or strokes if they have way too much sex. How much is too much? It will vary from Sim to Sim. For older sims they could die of while having sex much more easily that a younger sims.

A memory of Dying 2 screw you could be a memory for the partner what remains alive. the surviving sim would get that memory of Dying to screw you or screwed to death.

There is also aids and other diseases that go with sex that a sim can die from.

Sims can die of over sexed starting as early as teen to elder.
Sims can die of heart break from not enough sex too. Romance Sins would be most venerable for this type of death. Other Sim types could die of it too but not as much as a Romance Sim.

Here is a link to give you ideas on ways to kill sims during sexual encounters.
death by orgy is mentioned in this lest.

http://www.11points.com/Dating-Sex/1...ths_During_Sex

Also, child and baby/toddler sims can die too for no reason at all. No child is immortal.

If you like any of the ideas from the link above or from the list I gave here let me know. If you need more ideas or better clarity let me know.