"Their fire has gone out of the universe...you, my friend, are all that's left of their religion."
--Gov. Grand Moff Tarkin to Darth Vader

Obviously Tarkin was wrong, there was Obi-Wan, Yoda, and the budding abilities of Luke and Leia. However, as we witnessed in Episode III, the Jedi were greatly diminished with Order 66.

It is intriguing to me the number of people who want to believe that Mace lived. In the last couple of months I have experienced the death of human being and an animal and in both cases the loved ones said that they expected to see the departed, and/or it seemed they weren't really gone.

Could it be that fans are experiencing the same kind of denial?

I think Mace Windu was predestined (by George Lucas) to die from the moment of conception. Obviously Yoda couldn't die, because he is in the future Episodes, so Mace was conceived with the notion that fans would get attached and then he would die. We needed someone to experience the full impact of the loss of the Jedi. It is the second such loss we will suffer in the saga: (1) Qui-Gon, (2) Mace, (3) Obi-Wan, (4) Yoda, (5) Anakin. I suppose "from a certain point of view" this means that all of the important characters in the saga have a death scene. What do I mean by that?...

Qui-Gon instegated the training of Anakin, Mace was the tool for his final turn to the dark side, Obi-Wan taught Anakin and his son (Luke), Yoda (ditto), and Anakin (the "Return of the Jedi").

But death need not be an end.