I've gotten a few inheritance letters from NPCs who seem to have died while I was away, and whose bodies are nowhere to be found. Does the game just have NPCs randomly die for no reason, or did they somehow get killed while I was gone? Or perhaps they were killed nearby and I didn't realize it? It bums me out because I try to save NPCs when I can if they're being attacked by a dragon or troll or whatever, but quite a few die with no explanation.

You can sometimes be in the cell without knowing it.

I recently sent Lydia home to Whiterun and apparently she has not made it yet. She could have died; I have no idea.

Yeah they die and stuff. You couldn't save them.

NPCs cannot die without you around. So, yes, they died around you but you just don't know it.
You still can find their corpses in city funeral tough.

I have gotten a few of these before. One NPC was someone I have not even met yet (I was not even in the same cell yet!)

I've been missing the guy inside Warmaiden's for a long time.

Door is locked. Looked inside, Looked in the Whiterun crypt. Nada.

Adrienne talks like he's still around.

IDK

That ones a glitch.

I lost Aeri (I think that's her name) from Anga's Mill. I was a regular customer of hers. One day a dragon attacked after I'd bought some logs, but I didn't think anything of it as my follower and some nearby travellers all killed it. While in Windhelm a little while later a Courier handed me a letter of condolence. Took me ages to figure out who this friend of mine was that left me 100 septims, lol. Then I remembered that dragon attack but, due to a mod I use, I was sure she'd fled indoors with her workers. Apparently not.

I haven't had any friends die while I haven't been in the same cell, though. I don't think attacks happen when you're not there. Even if you see action going on in the distance it'd mean you're still in the same cell as them

I don't think so. Faendal died once while my character was mining around Whiterun. Not exactly the same cell than the one where Riverwood is.

That's what I figured. But hadn't seen it mentioned anywhere.

Maybe time to start a new game anyway. Since mine has gone through a couple patch cycles.

Might be good to start fresh.

Before beginning a new game maybe you should figure out what's happened to him? His id is 000D15B0. If you are on PC, try the command

player.moveto 000D15B0

Otherwise, he might be stuck somewhere described here: http://www.uesp.net/wiki/Skyrim:Ulfberth_War-Bear

I'm sure you were from Riverwood before went mining near Whiterun.

Though I'm still not sure why can you know exactly the time of his death. Who knows he died when you're on the way from Riverwood.

In Fallout New Vegas I had an occasion in one of the Vault 34 cells where I was in trouble and decided to high-tail it out of there. Taking cover in a different cell, I suddenly started racking up XP and then realised I had left Boone in there, who was evidently still fighting; so the game was still doing some sort of computations regarding the unloaded cell. Presumably if an NPC or creature gets into combat that combat will continue to its conclusion even when the cell is unloaded.

No, I had been around Whiterun for at least three game days when I got the letter. I ran to Riverwood and he was there, lying on the floor near the inn, dead. The courier with the letter pops up immediately when the character dies.

Thanks Therhatran. Maybe a small search party is in order.

I wish she (or they) died, even after shouting her off a mountain she somehow climbed back up in no time and happily followed my ass around.

There is yet a follower to be found in Skyrim that can actually die..