The actors themselves did not die in that film, but each of them died in a strange / tragic/ bizarre way. James Dean died in a car wreck after warning people not to drive too fast, Natalie Wood drowned despite… Full Answer
There's no evidence they ever made more than a casual acquaintance. Both Sal and Brando had numerous gay affairs, so it is POSSIBLE they hooked up at some point. But nobody has made any statement to that effect.