The Houses of Parliament in London are famous around the world, but there is some confusion as to whether or not it is legal for you to die within the confines of the buildings. However, the truth is that this is generally put down to a misunderstanding within the law.
While it is illegal for you to wear any armor, or to come armed, into Parliament, it seems that the confusion as to whether or not you can legally die there is because of the status of the Houses of Parliament.
The problem is that they are seen as being a Royal Palace. The reason why they do not want anybody to die within the building is because there is a law that states any individual that dies within the confines of a royal palace is entitled to a state funeral. Now, a state funeral is a large and costly affair, so they wanted to avoid the potential of that happening which ultimately led to the creation of this idea that it was illegal to die there.
So, while it is not against the law, it is certainly frowned upon by many, but then very few are even aware of the prospect of a state funeral or perhaps more individuals would try to time it better just for that fact alone.