In Five Nights at Freddy's there are many different death scenes. These scenes are always in the form of a jumpscare. This usually involves the animatronic screaming in the player's face while strangling them and/or jumping in their face.
Game Over Screen
In the event the Player is caught/killed, the game will display a game over screen. In this screen you can see the Player stuffed in a Freddy Fazbear suit with his eyeballs (and Teeth if you look closely) sticking out.
Game over screen. You can see the Player's eyes coming out of the suit.
Running out of Power
This is a very common way to die, especially with new players, as players will unknowingly use too much power.
If the player happens to run out of power then the room will go dim. After a short wait Freddy Fazbear's face with appear outside the room and flicker. A music box version of "Les Toreadors" will also play.
After a short while the entire room will be completely engulfed in darkness. As the player waits in the darkness, Freddy will jump up and scream at the player, throwing his face up into the screen and resulting in death. The player can actually survive this death (or rather, "scene"). As long as the player doesn't move they have a little more time to live, and even while Freddy hangs around at the door, the time can still change to 6 AM and the player can survive.
Animatronics
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Bonnie deciding to drop in.
The animatronics Bonnie the Bunny, Chica the Chicken , and Freddy Fazbear can all come after the player, wandering around the restaurant until arriving at the player's doors. If the player leaves a door open for too long while a character is outside it, the next time the player puts down their monitor the character will be in the player's face screaming, resulting in a game over.
Bonnie and Chica will not attack the player until they put down the monitor or until a little over a minute has passed, after which the monitor will be lowered and the character will proceed to kill them as usual.
The animatronics also take paths, with Bonnie always going left and Chica always going right. In theme with their paths, Bonnie always appears in the left door, and Chica always appears in the right door. Further into the game, Freddy will start moving around. He is more direct when it comes to getting to the player, and he also likes to stay in the dark and out of the camera's view. With the exception of the "running out of power" death, Freddy appears from the right under all circumstances. Even locking the doors will not keep him out, as the player must train the cameras on him and watch him constantly.
Foxy
Foxy visiting the Player.
While Foxy is an animatronic (see above), he gives a more unique death. If the player doesn't check on Foxy frequently enough, Foxy will emerge from the curtains, sprint towards the player, enter the security room with a scream, and kill the player. You can actually see Foxy running towards the player on the cameras, and hear him coming in advance, due to the lower half of his body being somewhat destroyed/exposed. If the player is quick enough, they can close the left door where Foxy pops up in before he comes screaming in. If the door is shut when Foxy arrives he will bang on them and drain some of the power. He will then go back to his default position in Pirate Cove, resetting the cycle.
Golden Freddy
Golden Freddy appears sometimes when you have both doors locked and look at the Freddy poster next to your left door. The poster will have changed into a picture of Golden Freddy's face. After a few seconds of looking at Golden Freddy he will kill you and force crash the game. This can be avoided by switching back to the cameras immediately. The Golden Freddy death screen can also been seen by putting in 1-9-8-7 in the custom night screen. Golden Freddy can still attack the player even if the power goes out.