Pulp heroes didn't die, and many times neither did the villains. ...It would be very awkward if The Shadow were to die.
But as an advice on how to run a Pulp RPG I find it perplexing. What's the risk then for the PCs? Why should your players care what happens? How are they going to immerse themselves in your world and take the dangers you present them with seriously?
Probably the first step to this is to make sure the players are on board with the basic concept. If you're playing a pulp hero, you're not playing in order to test your skill against the rules and the GM in order to make your character more powerful and awesome for its own sake, where the ultimate defeat is your character's death -- you're playing to accomplish badass feats of action, roleplaying and cleverness for the sake of saving the world. The stakes of failure in a pulp game aren't dying. The stakes are disappointment at failing to be awesome, not saving the day, and not getting the girl. (Or the guy, for the ladies. Or whoever.)
Subsequent to this there have to be a couple of key conventions established:
- Your villains have to be truly despicable, and yet awesome in their own right. The goal isn't just to beat the villains but to
outshine them. The villain doesn't just kidnap the Fair Lady, he does it out from under the PCs' noses while they're desperately fighting off his mooks, shooting skyward on a cable-hook up to his thundering jet-powered airship; this will make the players want their rescue to be even more awesome.
- "Death", or any event that appears to be The End, never kills a PC permanently ...
but it does take him out of play for at least one major scene. The reward of a pulp game is the action and the excitement; even temporary banishment from taking part in this can be frustration enough. For extra tension, make the next scene involve something that would normally be the banished PC's specialty, but which his temporarily bereft comrades have to handle without him!
- As already mentioned, if the players really need to feel a loss or a sense of threat, direct it against something their PCs care about -- their home town, their family, their old mentor. Taking time to build these elements up increases the emotional weight felt when they're threatened, or (for the rare tragic episodes) actually wounded or lost.
Do you have some other examples of Fiction Tropes that shouldn't make it ever to the rules/table?
This is an example I've brought up before, but I'll repeat it: A lot of the thematic tropes of romantic fantasy, I think, don't work as well in an RPG as one might expect, because the primary dramatic arcs of RF fiction are largely about internal emotional character growth and relationship-building -- stuff that is very hard to codify with rules mechanics and that the people most interested in playing through would probably not want to use mechanics for anyway.
That said, some of the narrative conventions noted above
could be adapted for a largely RF story/game just as easily as they could for a Pulp game; premature hero death kills any dramatic plot structure. But Pulp has the advantage that it focuses as much or more on external action -- the kind of stuff that you can and should use skill-rewarding rules for -- as any angsty drama; romantic fantasy which became too dominated by big fight scenes, action set pieces and shocking betrayals or reversals would lose a lot of the atmosphere that most of its readers, in my experience, want from it.