The main characters can die, but always come back. The only two characters that can not die are Bob and George, the reason behind it is "They are in the title" so it makes sense, right? This particular gag has actually been referenced in the comic itself on many occasions, though most noteably at the end of the Mega Man VI storyline Proto Man and Mega Man argue about all the times he's been supposedly killed in the normal course of the comic, all but one of which was fixed via convoluted means(The one exception being when he was the Mega Hulk, during the Mega Man V storyline, and inadvertantly consumed dozens of Ran's Cossak Blasters that had been taken from him.