Cecil Adams tackled this one. Although he could find no documented cases of people being killed by a falling piano (or a falling safe), he did find one case of a guy being killed by a RISING piano while having sex with his girlfriend on it. What would you have estimated for the probability of that?

From the webpage:

The exception was the case of strip-club bouncer Jimmy Ferrozzo. In 1983 Jimmy and his dancer girlfriend were having sex on top of a piano that was rigged so it could be raised or lowered for performances. Apparently in the heat of passion the couple accidentally hit the up switch, whereupon the piano rose and crushed Jimmy to death against the ceiling. The girlfriend was pinned underneath him for hours but survived. I acknowledge this isn’t a scenario you want depicted in detail on the Saturday morning cartoons; my point is that death due to vertical piano movement has a basis in fact.