Sailing Ship Columbia Incident: On December 24, 1998, a heavy metal cleat fastened to the hull of the Sailing Ship Columbia tore loose and flew into the crowd, striking one employee and two park guests--one of whom subsequently died of a head injury. Disney was fined by OSHA and settled an eight figure lawsuit with the guest’s family.
Seriously though I am surprised deaths don't happen more often. The Walt Disney parks had 132,549,000 visitors just in 2013. So just in that year alone the average was more than 37 thousand people per day.
I'll bet you it is statistically safer to play and have fun inside their parks than the trip flying or driving there.