To make it simple: If you are in a war zone, you are at serious risk.

There are many war and conflict photographers who died doing their job. One of the best known was probably Robert Capa, who founded Magnum Photos with Henri Cartier-Bresson. Capa's lover and companion, Gerda Taro, was killed by a tank in the Spanish civil war and Capa himself died after stepping on a land mine in the Indochino conflict in 1954.

Here's a short biography on Magnum's website.