To give a horrible performance in the theater is to die on stage; to actually die on stage is whole ‘nother matter entirely:
Moliere: The 17th century French playwright and actor collapsed during the performance of one of his plays. He had a coughing fit, was carried home, and promptly died. The name of the play: Le Malade imaginaire, or The Hypochondriac.

Carl Barnett: This 59-year-old music teacher died in 1974 while conducting a Bach piece at a Tulsa, Oklahoma, high school. The name of the piece: “Come, Sweet Death.”

Lord Ulli: The Lords were a German band who had a string of minor hits in the 1960’s, including “Over in Gloryland,” which had the lyric “When I die, I’d like to drop dead from the stage.” That’s exactly what happened in 1999 at the band’s anniversary concert. Lead singer Lord Ulli fell off the stage, hit his head, and died shortly afterward.
—From the Bathroom Reader, a very funny, informative book, that would make a great gift for a guy. Women don’t get it; guys do. Get it for the guy in your life, ladies.