On the " Not One Step Back " mission in the begining of the game, you can be shot and killed by your fellow comrades. To do so, just wait untill after you get your ammo from the soldier and gain control of Alexander.
Then turn around and head back the way you came. The officer will shout " Traitors will be shot! " And shoot at you. You will be dead in two shots. Don't worry, even if you die there, you won't have to see the whole cutseen or ride in the boat again. You'll just end up back at the docks where you got of.