SPOILERS! ---------- It is possible for Nancy (the player character) to suffocate to death in the end-game challenge. See my comment on the claustrophobic scene trigger.
SPOILERS! ---------- The final scene before the ending involves being sealed alive in a tiny stone tomb, and the challenge is finding the way to escape within a very tight time limit.
Depending on what the player does. The plot of the game revolves around artifacts being stolen, though they are not destroyed. It is possible for Nancy to accidentally drop and break a priceless artifact near the end of the game. Allowing this to happen leads to a game over sequence.