Alekhine was actually found dead in his hotel room.
This article contains a police photo of Alekhine, supposedly as he was found, slumped over in his chair.
According to the article, there are still questions about his death.
"The BCF confirmed that an agreement had been met (for a World Championship match against Botvinik) and arrangements made in a telegram delivered to Alekhine on March 23, 1946.
Alekhine was in a hotel in Estoril, Portugal. He was found dead in his room on the morning of March 25. The date of his death is usually given as March 24th, and this may be a result of assuming he had died on the previous evening. The date on his grave notes March 25 (see picture below). The cause of death given was either by his choking on a piece of meat or by a heart attack, though the exact circumstances remain to this day a matter of debate."
Another was Carl Schlechter, who died in Budapest of pneumonia and starvation in 1918, at the ripe old age of 44. He was a top five player from about 1900 until his death, and is best remembered for nearly beating Lasker in 1910. In a ten game match, Schlechter had won the fifth game, and there had been 8 draws. Had he drawn the 10th and final game, he MIGHT have become World Champion (there is also controversy about this...some sources say this was not a World Championship match, others say that it was a WC match, but that Schlechter had to win by two games in order to claim the title, meaning he would have had to win rather than draw the last game... but Lasker's victory in game 10 made the debate moot).