As a way to keep the player from wandering off or to add to realism, certain games contain falling damage. Falling damage may or may not be lethal, all depending of the height of the drop.
Fall damage can sometimes result in instant death. This can be the case when a game wants players to follow a predetermined path to make sure they don't wander off. This means that places that seem accessible are effectively out of bounds, leaving little room for the player to explore. A game that is known for doing this is Uncharted 2: Among Thieves, where players see Nathan Drake make large jumps but flat out die when he jumps to a place the game didn't want him to.
Fall damage doesn't only affect people, but also vehicles. For example, in games like Just Cause 2, players can drive off a cliff and if it's too high, the car will blow up upon hitting the ground.
Note: bottomless pits are not covered on this page, as fall damage is a concept that relates specifically to making impact with a surface.