Not exactly, you can still starve them to death, burn them to death (inventing skill, comes with Ambitions. A sim set on fire with no access to a shower (has to be a shower) will burn to death.... I learned this the hard way. They will drown if they have swam too long in the pool (until Fatigued) and you remove the ladder, but not under ordinary circumstances. Then if you're lucky enough a meteor can hit them. But want to play them as a ghost? Sims 3 Supernatural will let you do that anyway, as well as werewolf, fairy, witch, genie. Vampires were introduced in Late Night but improved in Supernatural (and no, they do not sparkle.)