No, he died after that. Hew and literally everyone else.
Never say deadspace didn't get an ending :^) :^(
Games where the protagonist(s) dies in the end (And, stays died)
Jacob Morales
Dominic Perry
Not only the entire PC party except one, but the ENTIRE HUMAN RACE was fairly explicitly killed off at the end of FF7, and any chance of an afterlife was prevented because magic soul-eating goo.
The fact that they apparently decided to ignore that part of the ending when they realized they could profit from countless sequels and spin-offs doesn't change this.
Josiah Nelson
Squall dies at the end of the first disc in Final Fantasy 8 but the game keeps on going for 3 more disc, so there is that.
Issac in the Bind of Isaac.
Fallout 3 before Broken Steal, though I expect you are looking for story driven games.
There is a bit of that In Sam and Max season 3 I guess.
I guess you could say Geneforge has that sort of going on.
Mass Effect 3 but same for Fallout 3 I'd wager.