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I have been doing a longer campaign and the players like that but soon we will introduce some other players and I want to run a Stand Alone where there is a good chance some or even all the PCs will die! I got the idea from the Aliens RPG (Cinematic mode).
I know it's not the usual Tolkien tone (apart from some horrific first age stories) but what kind of ideas would you have for this kind of adventure? Maybe spiders in a forest picking them off? Something hunting them in a cave? Escape from a Goblin mine? Has anyone done anything like this?
I might try to adapt the Tree of Sorrow from RotLR.

The Loremaster of the 1e game I played in did these kind of adventures several times as flashbacks to the First Age events of the High Elf character's previous incarnation.
They worked very well IMHO.

In the Darkening of Mirkwood, one of the adventures has the then Prince Thranduil leading a dozen Elven knights in pursuit of a Great Vampire through the mountains of Mirkwood. The setting is that of inside a dream or flashback to a long time before the main timeframe of the sourcebook, but in the end only Thranduil survives the Quest.