Can you die from anal intercourse?

No reason: Anal intercourse may painful, uncomfortable or unpleasant. Risk of dying might occur if you get hiv/aids, which remains untreated, as a result of anal intercourse. But partner would have to be HIV positive for you to have any risk of catching aids.

Yes: When i was a pathology resident, we an autopsy in which the cause of death was unexplained peritonitis of very rapid onset. The rectum was found to be ruptured and spermatozoa were found in the peritoneal cavity. I'll let others tell you about possible precautions, and we never learned the details. But please be careful.