In Inception, if you die within a dream, you wake up, or, if waking up is physically impossible (say, due to sedation), you fall into Limbo, which is more or less primordial subconscious.
Let's go back a moment to some older stories. Much older stories about dreaming, before it was simply something your brain did to decompress and refile all your thoughts and feelings. Let's go back to a time when people thought your soul left your body when you were dreaming and were afraid that, if you got hurt in a dream, you got hurt in real life. If you dreamed you fell, and you dreamed you hit the ground, and you dreamed you died...
... you did.
This, dear reader, is the time when Nightmares ruled, and when the Court of Fear was strong and held their banners high.
</overly poetic flavor text that may or may not have anything to do with the actual goings on>
Erik belongs to Leroux and Webber.
Jareth belongs to Henson, Lucas, and Bowie.
Norrington belongs to Disney, Bruckheimer, and Davenport.
Javert belongs to Hugo, Boublil, Schonberg, and Kretzmer.
Swan Lake belongs to Tchaikovsky.