How did Rocky and Columbia die in The Horror Picture Show?

Rocky and Columbia from "The Horror Picture Show" don't die in the film. They are both alive and well at the end of the movie.

This may be a bit of a trick question as they *are* part of a film within a film, and the characters they play in that film *do* die.

Here's a breakdown:

* In "The Horror Picture Show" itself: Rocky and Columbia are the "hosts" of the film, commenting on the movie clips being shown. They are not characters within those clips.

* In the "slasher" movie clips: The characters they play (also named Rocky and Columbia) are shown in a variety of gory deaths.

Let me know if you have any other questions about the movie. It's a fun one!