I was farming a house alone for supplies so I was sneaking up to it taking out zombies melee-style, while still trying to be quiet, and I saw a feral zombie but I didn't want to risk pulling my gun out. Unfortunately it pinned me down and that was it. I can't remember which character but it was one of the 'party' girls so thankfully I didn't lose my most treasured character. The sense of loss was still greater than in any other game I've played and it made me more protective of the remaining survivors. It felt pretty ironic to get taken out so easily pretty late in the game, after facing a juggernaut or a house full of zombies and a few screamers. I guess you shouldn't venture out alone on foot.
Great game (at least on PC) and I might buy the DLC one of these days.