Annie: "What happens now...? I thought there'd be fireworks; I thought the clouds would part; I thought there'd be Elvis"
Mitchell: Just wait I suppose...
Annie: Wait, and do what?
George: Well the Real Hustle's on at 8:30
Annie: Is it?" "
Death is not considered a happy occurrence in "Being Human".
Conversations between Annie and Mitchell and Herrick allude to the fact that while they were briefly dead, they saw people holding sticks and rope. It is referred to with dread and fear. While Mitchell is waiting for one human to wake up as a Vampire, he refuses to leave saying that the guy will need comfort after the things he's seen. In another instance Annie the Ghost tells Owen a secret that 'only the dead know.' The horror which she whispers unheard to the viewer leave him despairing and tormented.
For ghosts, once they have fulfilled what keeps them on earth, a door would appear that they open to go to the other side. This is their 'death'. When George asks Annie what is on the other side of the door, 'is it something good or something else.' she replies 'It's probably something else.' Annie then asks George not to look inside the door as she is about to open it.
Vampires live eternally, unless staked through the heart or ripped apart, either of which which turns them to ash, leaving nothing but their clothes. They like to spend time in the places between life and death, as that is what they are themselves.