The cute little Kerbals can die, but the goal is to get them into space (and hopefully back, but probably not). Kerbal Space Program is in early access and costs $29.99.
Portal is a first person puzzle platformer created by Valve that cost $9.99.
While you can kill people in the game, it's very possible to complete it without hurting anyone, and you're encouraged not to. There's even an achievement for not killing anyone.