I was going to say the same thing. I barely flinched at the video of Budd Dwyer, I finished the whole video. Sometimes, though, if there are things like really deep cuts or things where you can properly see the bone in the breaking of arms/legs/whatever, then I'm not too good with that. I can easily watch basically everything on r/watchpeopledie, which is an awful, awful subreddit.
Oh, I saw a video of JFK's death and that was gross. I watched it, sure, but bleuurghh.
I imagine I wouldn't be able to cope with the stuff if I was actually there to see something like it in person, though.