There are 24 ways to die inside the pyramid and four outside. However STR# 1003 of the Pathway Into Darkness resource indicates that there are 26 death messages (inside the pyramid). Here is the full list as it appears in the STR# resource:

1	You have been cooked by a Nightmare. Don't worry, it happens to everyone a few times.
2	You have died a horrible and nasty death. Wipe off that green goo and try again.
3	You have died. Those Banshees are really annoying, aren't they?
4	Sorry, you have died. Those Ghouls really have a mean fastball.
5	You've just been killed by a Zombie. They're pretty good with those bones, aren't they?
6	Oozes. They're everywhere. Can't stand 'em.
7	You have been killed by a Wraith. I hope you got a good look at it before you died.
8	You have been grilled by one of those annoying electrical spheres. Get used to it.
9	Well, if you needed a light, I guess you got one.
10	That was fun, what's your next plan?
11	You've been caught in the sticky strands of a Skitter's web and devoured. Tasty.
12	Seven men in overcoats jump from the shadows and carry you away. You are never heard from again.
13	You have died in an earthquake. I hate it when that happens.
14	Those green guys just don't give up, do they? Hmmm...
15	You wake up weeks, perhaps months later, staring at the stars and wondering "Where the Hell's my roof?"
16	You've been killed by a Greater Nightmare (and yes, those projectiles are guided).
17	You've been killed by a Venemous Skitter. Try shooting it before it shoots you.
18	The Alien Gemstone has fully drained your vitality and you collapse to the ground, helpless.
19	As the air gets more and more stale, you finally pass out. You have died of suffocation.
20	The poison has slowly done it's work, and you fall lifeless to the ground.
21	Ouch. Maybe next time you won't walk over one of those pods when your vitality is so low.
22	You were standing too close to that Nightmare when it died. Wipe off the goo and try again.
23	Those circling, squeaking rat-things finally gnawed you to death.
24	These flying reptiles aren't as easy to get rid of as the flying rats, are they?
25	Well, the good news is that you successfully detonated the nuclear device. Pyrrhus would be proud.
26	The dreaming god has awakened; you hardly even remember dying.

Two of these death messages never appear in the full game, namely:

Seven men in overcoats jump from the shadows and
carry you away. You are never heard from again.

and...

You wake up weeks, perhaps months later, staring at
the stars and wondering "Where the Hell's my roof?"

To date we know nothing about the first one... but we know alot about the second one... see The Stalker section for details.

Mauro Braunstein <EllBrau@aol.com> writes:

Seven men in overcoats jump from the shadows and carry you away. You are never heard from again.

That death dialogue, which has not yet been found in the game, appears to me like there's some human scheme involved. Unless Bungie is playing a cruel joke, the men in overcoats from the pyramid mean that there are men in the pyramid! And you thought you were the only one and that everybody else was dead! How did they get there? Why are they there?

This suggests that either there's a human force behind PID or that these are aliens disguised as humans.

Alien abductors disguised as humans or a simple Bungie joke? Why was it dropped? And to what monster did it belong? Note the odd coincidence that your seven dead Special Forces buddies are in the pyramid with you. Perhaps you get an overcoat when you die! ;-)

Douglas Black <douglas.black@usa.net> writes:

In you "death dialogue" section, you have a death dialogue saying "you wake up looking up at the stars and wondering, "where the hell is my roof?"

I believe that this dialogue is an allusion to an old Sherlock Holmes novel where he and Watson are out camping. Sherlock wakes up in the middle of the night because of a cold breeze, and he wakes Watson up. "Watson, what do you think of the sky?" Watson goes on about the meaning of life, and the universe and god, until Holmes interrupts, and says: "Watson you idiot, it means that someone has stolen the roof of our tent!"

Olle Strandman <macuser@home.se> writes concerning the Stalker Death Dialog:

You wake up weeks, perhaps months later, staring at
the stars and wondering "Where the Hell's my roof?"

and refers us to a page of Steven Wright jokes. At the bottom of the page you can read the following:

The other night I was lying in bed, looking up at the stars, and I wondered, "Where the hell is my roof?"