By dying on the same frame he enters a load zone, Link will die immediately when the new map is loaded. Due to Game Overs taking a higher priority than cutscenes, 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 of health or less, then place a bomb down near a load zone. Position Link near the bomb in a way that on the frame Link dies and becomes airborne, he will touch the load trigger in the air.
For ground triggers, first get to a a half heart of health or less, 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, touching the load zone on the same frame Link dies. (Note: Link will not become airborne from the damage while in the sliding state.)
With low enough health that a hit from an enemy will kill, 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, one could die into the Barrier cutscene trigger and heal with a fairy bottle, allowing entry to the doors to Hyrule immediately.