It depends on the State. Generally, regular deaths are not required to be disclosed. An agent can't reasonably be expected to know about natural deaths that have occurred, especially in older homes. That information is not usually in the public domain. As for murders and suicides, that's a spicy one. Agents are required to disclose what are known as "Material Facts." According to Washington State law:
"Material fact" means information that substantially adversely affects the value of the property or a party's ability to perform its obligations in a real estate transaction. The fact or suspicion that the property, or any neighboring property, is or was the site of a murder, suicide or other death, rape or other sex crime, assault or other violent crime, robbery or burglary, illegal drug activity, gang-related activity, political or religious activity, or other act, occurrence, or use not adversely affecting the physical condition of or title to the property is not a material fact.
However, in my view, if an agent knows of such an incident he is ethically (if not necessarily legally) required to disclose it to potential buyers. It is, of course, rather awkward for us. Like knowing where the sex offenders are. It is an information minefield, so I prefer just to stay out of it, if possible. It is the Buyer's responsibility to do his or her own due diligence, and part of my job is to make sure they know that. As agents, we're better off staying out of it and pleading ignorance. That said, I would like to be clear. If I were to be aware of any such incident I would feel ethically obligated to tell my clients. Period. It's just the right thing to do, regardless of the specifics of the law.