You die and kill the boss at the same time

[PII | 1,885]

Just off the top of my mind I know that in (NES) Snake Rattle N Roll the player can be killed after defeating the final boss by the boulders falling from the sky.  

Also in Kabuki Quantum Fighter It's possible to die as the timer turns zero while delivering the kill shot to the final boss and the tie will not go to the runner which double sucks because that's a boss you want to take down on the first try because every time after you'll have less life and almost no power for special attacks.

[Tulpa | 3,494]

Life Force NES has a piss easy final boss (although the Salamander arcade version is even easier), but you can lose all your lives on the escape sequence after it.