only SAO r deadly

Alfheim Online(ALO) is a new game created after the SAO incident using a new gear(Amusphere) instead of NerveGear as it have a safety mechanism, ALO is on the 3rd and 4th volume where Kirito dived there to save Asuna after getting a clue that she's there

after this arc is the big turning point for the story as it begins the birth of The Seed, a software that allows u to easily creates a new VRMMORPG thus giving birth to tons of new VRMMO game and player can even swap to other games by using existing game data and level

Gun Gale Online(GGO) is not a death game, but Kirito is asked to investigate that game as there seems to be some high level player found dead in their room and some people saw him getting shot in town before disconnected thus the rumors of Death Gun, gun that can kill someone in the real world

for Underworld i think Shinkawa already mentioned most of them