I decided with my second character that I'd collect all the daedric artifacts for the oblivion walker acheivement and then after that continue as a mortal "dead is dead" game and see how far I'd get, about 10 minutes after the last artifact I fought the bandits at that ruined tower near bleak falls barrow, defeated them easily...fighting my way up the stairs, got to the top of the tower...
and fell off
Doh!