I've had two main near-death experiences while exploring. One was simply when I was underground in a subway system and I got locked behind a door; I would have died if it weren't for Korea's renowned underground cellphone reception.
The time that really haunts me is one time when I was on the roof of a small apartment building, two or three storeys tall, with an explorer I'd just met. We were on a somewhat narrow section of the roof, maybe a couple meters wide, with absolutely no railing along the edge, just a little concrete lip a couple centimeters tall. I went first, had a look, and then let her get ahead of me. She was wearing a large backpack, and at one point she spun around, doing so which could have killed me if the timing was one second different. We both realised the danger after it happened, but I didn't blame her and was too polite to tell her just how deadly that move could have been.
Here's an image that shows the fall I would have experienced: