Fake Kill Scare

It's a tense scene in the middle of the story: Alice has been kidnapped and tied up by Eve, who has a gun pointed at her. Bob is on the telephone with Eve, begging her to spare Alice. Eve laughs maniacally about how she has won and will now... make... Bob... PAY!

A shot rings out. Bob screams.

A moment later, Alice is heard on the phone, sobbing and still alive. While Bob cries in relief, Eve begins listing her highly outrageous demands.

Fake Kill Scare is a subtrope of Faking the Dead, where a character's death is faked in order to frighten someone; it is typically used by villains to torment heroes or innocents. This trope conveniently accomplishes several results: it adds tension to the narrative, it establishes the villain's place on the Sliding Scale of Villain Threat, and it gives the hero another impetus to start his Roaring Rampage of Revenge.

Sometimes overlaps with Disney Death. Compare and contrast with Staged Shooting and Bait and Switch Gunshot. See also The Blofeld Ploy, in which the villain murders someone else at the last second, and Our Hero Is Dead.

As a Death Trope, Spoilers ahead may be unmarked. Beware.

Examples of Fake Kill Scare include:

Anime and Manga

In Monster, Johan is shot in the head after the final showdown. We assume that he is dead until we see him hooked up to life support, with Runge telling the paramedics that there is indeed a genius brain surgeon available nearby.
In Digimon Adventure, Gatomon tries to protect her partner Kari's identity from Myotismon by facing away from her and pretending to have never met her before. She slips up when Myotismon orders an attack on Kari, causing her to turn and blurt out Kari's name in horror, only to find DemiDevimon tugging on Kari's hair.

Comic Books

Done in the second Atari Force series with an entire dimension. After the Dark Destroyer has detonated his galaxy-destroying antimatter bomb, the heroes believe their home universe has been destroyed. It isn't until later that they learn otherwise.
In the Tintin book Cigars of the Pharaoh, Tintin is apparently executed by firing squad, but the rifles were only loaded with blanks.
In Arkham Asylum: A Serious House on Serious Earth, Joker provokes Batman into coming for him by, over the phone, acting as though he's murdering a nurse with a pencil through her eyes.
In New Avengers, Doctor Strange casts an illusion that causes Victoria Hand to experience her own death as part of a shake-down to see where her loyalties truly lie.

Film

In Ransom, the hero hears the gunshot over the phone, but it turns out his son wasn't really shot, the villain just wanted to scare the hero.
The Soldier has an early scene of an Israeli agent shooting a Palestinian terrorist in the head to intimidate a Palestinian informant into betraying more of his comrades—it implies the informant was responsible for the capture of the murdered terrorist, who screams, "Traitor!" just before dying. Except the killing was faked, and the "dead" terrorist was actually a deep-cover Israeli.
In The Negotiator, Roman (the police negotiator-come-hostage taker) insinuates over the phone that he killed a hostage (a fellow cop) to prove that he was serious about killing them. This charade is kept up as a ploy by Roman for some time to gain leverage, even in the face of Saban (a negotiator from another precinct brought in as an honest broker) honestly considering letting SWAT end the whole thing with bullets.
Apocalypse
- Helen Hannah (supposedly) dies in the Day Of Wonders virtual reality program in Tribulation, but is later shown to be spared by the Antichrist in Judgment.
- Also in Tribulation: Jason Quincy (Howie Mandel) runs for his life hearing gunshots when a One Nation Earth officer (secretly a Reverse Mole) infiltrates a Christian hideout, supposedly killing his friends, but in reality is only firing blanks.
In The Hot Rock, unlucky criminal John Dortmunder has one of his partners tossed down an elevator shaft in a building under construction because the guy's father had swiped the title diamond from Dortmunder and crew (after they stole it from a museum). Except that the victim landed on a safety net and, after his dad admits where he hid the diamond, sonny boy's voice comes from the shaft, mockingly scolding him.
In a variant, Sean Connery in The Untouchables scares the crap out of a captured smuggler by letting him see Connery demand that his accomplice reveal information, threaten to blow his head off if he won't talk, and then literally blow the accomplice's brains out. What the surviving captive (who, terrified, tells all he knows) didn't know was that the accomplice had already been fatally shot in the gunfight just before: Connery was "interrogating" a corpse.
In |Mission: Impossible III, Ethan and his wife are duct-taped to chairs by the Big Bad. The wife is gagged. The Big Bad threatens to kill the wife in ten seconds unless Ethan tells him where he put the MacGuffin. Ethan tells him he gave him the MacGuffin already. The Big Bad counts down, with Ethan desperately trying to convince him that he already did what the Big Bad wanted. The Big Bad shoots the wife in the knee at one point, which makes Ethan scream I'll Kill You!, but he still insists he handed over the MacGuffin. When he reaches zero, the Big Bad shoots the wife dead and leaves. Then The Dragon shows up and pulls an mask off the dead wife, who turns out to be the Big Bad's security chief. The entire scene was actually a Secret Test of Character by the Big Bad, and a You Have Failed Me... for the security chief.

Literature

From Harry Potter and the Prisoner of Azkaban: At one point, they hear what they think is the hippogriff being executed. It turns out to be the executioner hitting The fence (a pumpkin in the movies) with his axe after he finds out the hippogriff escaped.
The villain in Shannon Hale's Forest Born tells the main character that her brother has been captured and killed. Falls under Like You Would Really Do It for a Genre Savvy reader, since the author had said the brother was one of her favorite characters, but it's surprising even the characters believe it, since they never see a body and they know the villain is a pathological liar.
In the second Hunger Games book, the Gamemakers fill one area of the arena with jabberjays mimicking the screams of the tributes' loved ones. Those who hear them often react without thinking, drawing them away from safety.
Done by the hero in Alexander Kent's Wooden Ships and Iron Men novel Enemy in Sight!: Captain Richard Bolitho apparently gunned down what looked like a captured French sailor. This convinced the French captain that Bolitho would fire when the next person he leveled his pistol at was the French officer's son. He cracked and revealed where he was hiding the secret information Bolitho was after. Afterward, the "murdered" sailor, actually British, stood up unharmed. Interestingly, Bolitho hadn't warned even some of his most trusted subordinates of what he was really doing.
In the fourth Fablehaven book, the Society of the Evening Star pulls a version of this by kidnapping Kendra and leaving a clone behind, for spying purposes. When the clone is caught it commits suicide, leaving everyone to think that Kendra is dead.
Played with in Emperor Mage, when the eponymous emperor has Numair killed. This angers everyone's favorite Wild Mage, and she proceeds to call up some zombie dinosaur skeletons and every other living animal in the area, destroy a palace and most of the city, and do quite a bit more damage. When Numair shows up, proving to her that it was a magical clone of himself that had been killed, she cools off, answering "what happened?" with "I thought you were dead. I lost my temper."

Live-Action TV

On Lost, Sayid, Jin, and Bernard were captured by the Others, and Ben tells his men over the phone to shoot all three of them while Jack listens. It turns out that they merely fired shots into the sand to scare Jack, but this causes Jack to deliver a No-Holds-Barred Beatdown on Ben when he thinks his friends are dead.
Used on 24 by Jack Bauer at least once, when he pretended to shoot one of the kids of a terror suspect to convince him he was perfectly willing to kill the man's innocent family to get the information he wanted. The Reveal that the kid was safe only came after the suspect 'confessed', and only to the audience (and Jack's Love Interest of the season, who was giving him the What the Hell, Hero? treatment).
Done at least once by the heroes in Burn Notice.
Stargate Atlantis's Kolya is speaking with Sheppard by their communicator, while having a gun trained on Weir. Though the shot isn't heard, the fact that Kolya threatens Weir, and then Sheppard doesn't hear any response is enough to garner this reaction from him. And then Kolya tells him that she's dead... prompting Sheppard to go on a killing rampage across the city, finishing it up by raising the stargate shield and Portal Slamming 92% of the incoming Genii reinforcements. He calms down only when Kolya confesses that he lied about Weir being dead.
Happens in the opener to an episode of CSI New York. A girl is standing in the street, begging her bitter ex-boyfriend not to drop her little dog over the balcony with the rest of her stuff. He drops the dog, the girl screams, her companion's pants are splattered with blood... and then it's revealed she caught the dog safely and the blood is actually being sprayed by a passing salt truck.
Done by the heroes in Leverage, "The Maltese Falcon Job." They have a corrupt mayor held hostage in a warehouse and make him call a criminal he's been working with (who they're running a con on). Then they make it sound as though the mayor has just been killed. Which blows their cover the moment the mayor escapes and shows up alive.
In Babylon 5, one of the psychological tortures used against Sheridan when he was a prisoner of the Clark regime was to stage a mock execution of a fellow prisoner (who was actually working for the interrogators).
On Criminal Minds, Haley's death scene was set up as this in the show's 100th episode. And then it was terribly, horribly averted...
A variant in Chuck in the Season 4 opener. Sarah and Casey have been captured, Chuck and Morgan are surrounded as they attempt to save them. Sarah begs for them to be let go over the radio, the Boss orders his men to kill them, a LOT of gunshots and a scream are heard.... and then Chuck's voice is heard.

It ties in with Moment of Awesome, when combined with the dialogue. "Look, clearly you have no idea who I am since you only sent ten of your men to kill me." To clarify, he had just knocked out an entire team of armed men who were surrounding him and SHOOTING, in a matter of seconds.

Video Games

In Might & Magic: Dark Messiah Leanna appears to have been killed by Arantir however you get the chance to rescue her from his lair later in the game.
In Final Fantasy Tactics, Delita approaches Balmafula with the apparent intent of killing her after she back sasses him, and a Scream Discretion Shot happens...but she turns up in a later cutscene not looking any worse for wear.
Dark Forces Saga: This is how Dessaan tricked Kyle Katarn into leading him to the valley of the Jedi. In retrospect, this was a very, VERY bad idea.
Clay Carmine just can't seem to catch a break with these.
- Near the middle of Act 2, Cole's squad approaches a camp of Stranded. A sniper out front aims down his sights and shoots Carmine in the head... only for the bullet to bounce off of his helmet.

Carmine: Jeez Louise, what the fuck?!

- During the final boss fight, Carmine once again shows up in a Raven and attempts to gun down Myrrah, only to be shot down. Don't worry, though, he's Not Quite Dead.

Web Comic

Sluggy Freelance has done it once or twice depending on how you count. Once, during the "Isle of Doctor Steve" arc, Oasis has her legs wrapped around Torg's neck. Dr. Steve orders her to kill him, and the final panel is filled with a vicious *SNAP!* The next strip in the arc (after several days of following the B-plot) reveals that Torg is fine; the snap was because Bun-Bun was eating celery.

Real Life

This is actually used as a method of torture and coercion in real life situations.
One mentionable instance was the actions of the West Side Boys Blood Diamond gang from Sierra Leone. When they caught a group of British rangers, whenever they got angry they would drag them out, line them up, tell them they were about to die, and pretend to execute them by yelling "Bang!" A particularly nasty kind of torture, as it drove home that they were totally at their captor's mercy. Of course it didn't end well for the West Side Boys.