Death by Fire: Built a small room outside, about 2x5. Put in a stove (also add a fridge somewhere outside the room) and a counter or 2. Make sure the stove is accessible. Have sim fix some mac and cheese (or whatever) and about halfway through stop cooking and have the sim step back a few spaces. Go into buy mode and place a small chair in front of the stove (Sim can no longer cook) and take out the door (cannot escape!). Go back into play mode and have the sim sit in the chair. Go back into buy mode and place some chairs around that chair (so sim won't be able to move around). Back to play mode and watch the chaos ensue.
Death by Drowning: Pretty simple. Build a pool. Go swimming. While the sim is swimming, add walls.
Still working on Death by Electricity...
Apologies for poor grammar/run-on sentences.