Sean Bean got stabbed in the arm recently. He was at a bar in Camden with a lady friend, some dude was making vulgar remarks about her, and Bean decided to confront the guy. So the guy decides to stab his arm with broken glass! Bean was given a first aid kit because he didn't want to go to the hospital. And after stitching himself, Bean ordered another drink.
Sean Bean stabbed in London bar fight - CBS News
So it's true he only dies in the movies.