Actually, the answer is yes - here's a medical condition called parasomnia pseudo-suicide to give some of us insomnia just thinking about it:
A man jumps out a fifth-story window. A woman marches into oncoming traffic. Another woman loads a gun and shoots herself. All appear to be open-and-shut cases of suicide, but, then again, maybe not. In rare cases, such deaths could be caused by something called parasomnia pseudo-suicide, experts say.
In other words: It’s possible to kill yourself in your sleep.
Melissa Dahl of The Body Odd blog has more: Link
More: NY Times article about the case of Tobias Wong, a promising designer who inexplicably hanged himself in the middle of the night