I'm not dead yet! After being brought to 0 characters survive and can be saved for 1 round per level, through magical healing, binding wounds, or inspiration.
Binding Wounds! As per S&W White Box. Trying to do this during battle is not advisable without a fighter standing over you, but you can of course attempt anything!
Inspiration! Any character can attempt to inspire a dying character to continue fighting. The character doing the inspiring makes a charisma check, if successful the dying character recovers to 1 hp and keeps fighting. This is a temporary hit point.
Deal with Death! Death is willing to bargain with heroic types. When a character dies death is willing to bargain with them. Death will resurrect the character in exchange for favors. Each resurrection incurs a debt with Death. If you roll a 1 on any d20 roll and have an outstanding debt Death calls in a favor. The favor would be determined randomly using the Tome of Adventure Design or similar quest table. If Death feels you are not making adequate process you might have to explain yourself. This is of course available totally on an opt-in basis. It is also rumored that other powerful beings have the ability to intercede and resurrect fallen heroes but they are not as predictable and even-handed as Death.