There is an old story in Japanese lore that it is possible to commit consensual suicide by having sex until they die. It is called "Muri Shinju" in Japanese.
The Tokyo Reporter writes:
Rumor in some quarters has it that a couple bent on muri shinju (love suicide) can shuffle off this mortal coil by means of crazed, consensual coitus.
In other words, literally f**king each other to death.
A loving couple’s motivation for such an act would be through the fervent desire “to be together alive, together while dying and together even after death.”To get this right, the couple would presumably need to experience simultaneous — or as near as they can get to simultaneous — death throes. And as the ultimate achievement of passionate passing-on, it should happen with the genitals still in a position of penetration, with the two partners emulating an ailing internal combustion engine that seizes, freezes and breaks down, emanating its death rattle in the form of smoke fumes from the radiator.
If you want to know more about if it is indeed possible to commit suicide by sex... Check out the Tokyo Reporter.