According to Wiki:

While often asphyxiophilia is incorporated into sex with a partner, others enjoy this behaviour by themselves, making it potentially more difficult to get out of dangerous situations.

Also, according to Wiki, Michael Hutchence, former lead singer of INXS, was rumored to have died from this practice in 1997.

Years ago there was a kid at my high school who died doing autoerotic asphyxiation. It was sad, he was found in his closet also.

Police in Bangkok told reporters on Friday that David Carradine's body was found in his hotel room closet with a rope tied to his neck and genitals, and that his death may have been caused by accidental suffocation, not suicide as previously reported.

As reported on post #6 of this thread.....

The "auto" part of the autoerotic asphyxiation means he did it to himself. Not at all uncommon. In fact when they said he was found naked and hung in his wardrobe closet, autoerotic asphyxiation was the very first thing that came to my mind... I was amazed that the Thai police thought he committed suicide. People do some weird things in the name of self-stimulation.