Faking one's death would be illegal under virtually every circumstance. The state has an obligation to know who its' citizens are, how many there are, whether they own property or not and most importantly to collect taxes from them. I cannot conceive of a scenario where it would ever not be illegal to fake one's own death.
I agree with the previous post that if you are trying to fraudulently obtain a financial benefit or avoid a financial obligation by faking your death, it would likely constitute a crime. But to say that in all circumstances faking your death is probably illegal is not accurate. I think it will depend on for what purpose you are faking your death and to whom you are playing dead. There are many scenarios where encouraging others to actually believe you are dead would simply be a lie. e.g., You have an admirer that you are trying to get rid of, so you tell your friends to tell them you died in a car accident. No crime there, just a lie.