Its this reason that I do not have a follower as I do not want to watch over them so they do not die. Farkas, Vilkas, & Aela are my favorite ncpa in the game.
It's pretty difficult to kill them, and it's usually the PCs fault if they do die. Regularly Wabberjack your follower and they should be able to handle anything you can. Choosing a complimentary follower who never gets between your attack and the enemy really helps their survivability. I really love having a mage follower, because at the first sign of trouble he runs to cover and throws lightning at range. The Companions are all melee fighters, so I guess it would be more difficult to avoid hitting them.