zombie84 said:

That's also one reason why it was downright shocking when Luke got his ass kicked in ESB and all the good guys lost--that's not supposed to happen!!

Yes!

A good example of this in my mind is Baz Luhrman's Moulin Rouge!. From the very start of the movie, Evan MacDonald tells you that Satine is dead at the end of the story. Then it flashes back and we see a very lively Satine, and we forget that she will die. Then they show her coughing up blood and fainting, and we kind of remember. Then they flat out tell us she is going to die again. Then more coughing- more blood.

Then, at the end... SHE DIES! And it takes most of the audience by surprise and it is very sad and very emotional.

Sure, it's not a direct analogue of "fear of death" for the main character... but I think you are overestimating the effects of a small % of possibility that a main character will not win the day and may not live. I think, as RLM said, the "Obi-Wan recklessly jumps out a window on the 182nd floor and flies through space-traffic, is shot at, falls several more stories, and lands comfortably in the passenger seat of a space convertible with a quip already on his lips" scene does far more to damage your sense of fear for these characters than the fact that you know he lives to die as an old man.