I've had 2 (technically 3 as 2 were AMD MP processors) that "might have" died on me. But was never able to test them out.
2 were the AMD MP's I talked about. But thinking back, I think it was more a motherboard issue, since it was a Tyan Tiger and was from the "Capcitor Plague" generation. The issues encountered are reminiscient of the issues associated, so I am unsure if they were truly "dead" or not, since I didn't have another board to test them in. Eventually went into bin.
1 was a i7 920 (c0 revision). Same issue almost. Wouldn't start up. Either motherboard or CPU died. At that time, newer hardware was out, so scrapped the whole thing (motherboard and CPU). Since I couldn't test them out to see what was the issue short of forking out cash for a new setup (and why not a newer one if coughing up anyway?). The unfortunate part about that one, was I firmly believe it was a motherboard issue and someone on this forum at the time had a 920 issue they needed to diagnose with a CPU. But my old log in no longer worked, so couldn't communicate with them to send to them for free. So it too was binned in the end as it sat there gathering dust.
Overall, from a lengthy list of CPU's, only 2 (types) or 3 overall "died" on me. And even then, it was under suspect circumstances.
The only thing I've ever had confirmed "die" on me was a REALLY old 15" Sony Trinitron monitor SFII I believe it was from 96/97 that died exactly 1 year and 12 days from purchase. So back in 98 essentially it died, but service back then was different and it was fixed no quibble.
CPU list: Pentium (original), Cyrix MX400, PII (various), PIII, P4, AMD MP, AMD Opteron, i7 1366 (920), i7 2011 (3820, 4930k), i5 (3750k)