Like, when Athena curses Kratos?
That's not something that's directly shown, but thoroughly implied in the post-credits scene. Kratos legitimately died soon after Athena took the Blade out of him, but in the post-credits scene, a blood trail leads to the edge of the cliff, from where Kratos fell off.
Kratos later reveals, quite a while after his wound's already healed, that
he's now cursed to a deathless misery, and if it weren't for the curse, he would've been able to easily kill himself by plunging his own Blades of Chaos through his heart to end his suffering.