Helga never died of anything.
Because that is how they wanted her character to be.
Hey Arnold - 1996 Arnold Betrays Iggy Helga and the Nanny 3-10 was released on: USA: 19 October 1998
Hey Arnold - 1996 Arnold's Room Helga vs- Big Patty 3-4 was released on: USA: 9 September 1998
Hey Arnold - 1996 Helga's Show The Flood 3-15 was released on: USA: 25 November 1998
Hey Arnold - 1996 Helga's Locket Sid and Germs 5-7 was released on: USA: 19 April 2000
Hey Arnold - 1996 Helga Sleepwalks Fighting Families 4-13 was released on: USA: 23 October 1999
They dance in the April Fool's episode where Helga is pretending to be blind. I don't know if they dance in any other episodes though :)
Hey Arnold - 1996 Helga's Masquerade Mr- Green Runs 5-2 was released on: USA: 11 March 2000
Hey Arnold - 1996 Helga's Love Potion Gerald's Secret 2-2 was released on: USA: 28 September 1997
Helga confesses her love to Arnold's answering machine in the episode entitled "Helga Blabs it All."
It was either Gerald Comes Over or Helga Blabs It All.