By dying on the same frame you enter a Loading Zone, you will die immediately when the map is loaded. Due to Game Overs taking a higher priority, any cutscene normally meant to be played will not be able to start. This can lead to interesting effects and loading into map states not normally meant to be accessible.
(Note: For Ground Trigger loads, this trick will only work if Link is on the ground touching the trigger on the same frame he dies. This is important, because some damage sources such as Bombs make Link airborne.)
For Air Triggers, first get to a Half-Heart or less of health, then place a bomb down near a Load Zone. Position Link near the bomb in a way that the frame Link dies and becomes airborne, he touches the loading trigger in the air.
For Ground Triggers, first get to a Half-Heart or less of health, then place a bomb down near a Load Zone. Get on Epona, and line her up far enough away that you can start an Epona slide and slide into the Load Zone. On the correct frame, start an Epona Slide so that Link touches the Load Zone on the same frame he dies. (Note: Link will not become airborne from the damage while in the sliding state.)
First get to a low enough health that an enemy hit will kill, then bring an enemy next to a Load Zone. Wait for the enemy to attack Link, then walk into the trigger on the same frame the hit connects.
If it were possible to pull a bomb in Castle Town center, you could die into the Barrier cutscene trigger and heal with a fairy bottle, allowing you to enter the doors to Hyrule immediately.