My oldest son went through this phase....but not nearly as indepth or long as my four year old has. Nobody in the family has died recently. The only close death that has happened was back this son was only 8 months old.
Just to get it out there, DH and I do not believe in a higher power of any sorts.
So for the past few weeks DS has been asking all sorts of questions about death. When do people die, why do they die, how do they die, what happens to them when they die, etc, etc, etc. Thankfully we have a few books about the topic from when my oldest son was asking. We have "Lifetimes" and "When Dinosours Die". First it started out as him asking why o people die and we pretty much told him that when people get really old their bodies get tired and they stop working and unfortunately we won't see that person again. But the questions keep getting more and more intense. Today he was so upset and crying because he says he'll miss us when we die and wondered if we'll ever see each other again. He said he can't ever not see us again. I couldn't help but cry right along with him. He told me that when I'm dying he'll tell me he loves me.
I really really really really want to just pretend that I believe in God and tell him that when he dies, or we die or his brother dies that we are going to be in a place filled with rainbows, flowers, and chocolate....but DH totally disagrees with me. He thinks we should be completely honest with DS in terms of our beliefs. We have explained religion to him and have told him that some people believe and we have also explained to him about evolution...the big bang theory..... But he's only four years old, so I'm not sure how much of it he actually understands but I want him to be able to make his own choices .
I'm really not sure where to go with this. My oldest son was curious about death, we explained it to him and he stopped asking within a couple of days...