Suicide.. to go out most likely hating your life and what you've left there, it would just be a horrible way to die, you'd have to pretty psychologically messed up as well.
Your walking along a street in Chicago by the Willis Tower (formally the sears tower) and you get hit in the head by a marshmallow some idiot threw off the top of the tower and you fall down and die
If it was true, a terrible way to die would be eaten by the Aliens. Theirs poison is really painful and they will break you in pieces. Jumping from a 20 floor building would be terrible too.