Marble Saga

what about resident evil games, you can't kill something that is already dead

Why no sports games? They involve death too.

What about Mutant League Football? Mutant League Hockey? Blood Bowl?

Braid, Bully, Professor Layton

-edit-

Other possible ones-- Sam and Max, Mercury Meltdown Revolution, Boom Blox, Little Big Planet, SSX Tricky (or any of the SSX games), Katamari Damacy

Pokemon
Need For Speed UnderGround 1 and 2

@twesterm

One could argue that part of the story of Braid involves fear of death, or any other number of unmentionable horrors that the mentally unstable might inflict upon a pretty lady.

That's the thing about retarded stories that don't make sense, you can say whatever you want about them.  I could say the hero didn't have any cheese for his sandwich so that's why he's venturing out and it would still probably fit in with the story (and don't get me wrong, I love Braid, the story is just...stupid).

In Braid, you basically "kill" the little enemies you find, and they do get hit by fireballs and whatnot. :P Or do you have some other explanation that makes them not die?

Also, snowboarding is a sport!

Doh, forgot you kill the enemies, I was just thinking the player doesn't actually die.

Guitar Hero.