Other than the terrorists killing the Israeli athletes in 1972, have any other Olympic?

This is not the first time it's happened.

1912 Stockholm (Summer)

Francisco Lazaro suffered a heart attack during the marathon and died.

1960 Rome (Summer)

Knud Enemark Jensen collapsed during a cycling event and died. It was found he was under the influence of drugs.

1964 Innsbruck (Winter)

Luger Kazimierz Kay-Skrzypecki died two weeks before the games during a trial run of the luge course. As well, Ross Milne died when during his practice run, weather conditions led him to crash into a tree.

1988 Calgary (Winter)

Joerg Oberhammer, Austria's leading orthopedic surgeon and team doctor, was hit by a skiier and fell under a snow grooming machine. He was killed almost instantly.

1992 Albertville (Winter)

Nicholas Bochatay, a Swiss skiier, crashed into a snow grooming machine on a public trail while training.

Sadly, it has happened before and probably could happen again in the future.

I was 15 during the 72 Olympics. Such a tragic time. Munich was embarrassed ... the city was wrenched at its inability to protect the Israeli athletes. The Holocaust had been less than 30 years earlier. I think they felt extreme guilt. The movie Munich tells the story of how the Israeli secret service attempted to take out the Palestinian hostage takers. There is no moral dilemma. The Palestinians who took the hostages were looking for a world stage and had the arrogance to believe that they could kill for their own private desires. There was nothing noble in their actions. They were seekking power. Nothing more, nothing less. If the Palestinians are such a wonderful group of people, then why don't the Syrians, Jordanians, Egyptians, etc. take them in and give them a homeland?

Yes. The last recorded death at a Winter Olympics was at Innsbruck in 1964 when a British luger and an Australian skiier were both killed training before the opening ceremony.