They never die unless YOU kill them accidentally, the game is designed that way.
Well then Lydia is playing an offly good Popsicle up on the side of the Grey Bread's mountain.
Either way, I saw a Troll smash her head in while I was backing up and recoverery from his hits. I was well away when he turned on her and killed her and considering I had an Axe out, I don't see how I could have hit her from that distance.
Anyone know if taking a Companion out of their daily routine effects the world at all? I'd hate for those roveing Khajiitis to get killed without Kharjo there.