I'm starting to feel like I am arguing against survival threats in gaming, and I am absolutely not. There is a lot of fun to be had sitting down and wondering if this is the game where I run out of luck and go tumbling into a pit of spikes.
It is just that at a certain point (that will certainly vary according to taste) a trope can be subverted so hard that it changes the genre of the game/movie/book and that is a risky endeavor. One might think that an espionage game where the supernatural is really real and the PCs get tumbled into an underworld of vampires and cultists instead of KGB agents and terrorist cells is a subversion, but players might backlash because they wanted no fucking magic in their technothriller intrigue.
Similarly, if it is a Pulp game on the menu, nobody is going to have to roll to save vs disease, even if they are tromping through the jungle in khaki shorts and a button down short sleeved shirt. It just isn't done.
Unless of course a player is having a "Why are you like this" moment and decides to go for a swim in a leech infested bog, but that is their fault for fucking with the premise and doing random bullshit in an establishing shot. Setting up rules and expectations can easily be dismantled by hypothetical players that refuse to engage with the pitch and I think we've all had some of those.
Personally, I think that some of the examples set by Geekybugle are Pulpy enough with hardly any GM interference, but instead of second guessing that history, let me give an example from a different game: the Arkham Horror card game. It is pulpy as HELL in my eyes. For all the tradition of Mythos investigators being killed or eaten or going mad before the adventure is over, these investigators can be pretty durable since the game is set up so that they don't often actually die or go completely bonkers. Specifically, the only things that can usually do this out of hand are end game conflicts.
However, that doesn't mean that shit can't go seriously, nail-bitingly wrong. Failure to achieve certain goals in a scenario WILL come back and bite you in the ass later and some of those goals conflict with each other. But the threat isn't really "are the investigators going to get gunned down by the mob when monsters crash the speak-easy," but "is the mob going to swear vengeance and come back to haunt the investigators later" and "is somebody going to be easier to take out later because they have a bullet in the shoulder now." The players can expect the characters will survive being ripped into a dimensional vortex and hurtled beyond space and time for a while, but they aren't going to be happy about it or able to neglect the consequences of the experience. No comic relief Loki "I've been falling for half an hour!" and then nothing wrong after the audience has a chuckle here.
I agree completely with the Nerd-Trumpeter.
No difficulty, no accomplishment.
No pain, no gain.
No risk, no reward.
But pain and risk have a lot of different flavors and you can put the hurt and fear and triumph and accomplishment into players without survival necessarily being a chip on the table.
Or in a different kind of game they can roll a one while walking down the wrong hallway and go tumbling into a pit of spikes.