You've probably noticed that sex and death seem to go hand in hand in this play. In the very first scene, Sampson crudely puns on the term "maidenhead" (virginity) when he equates sword fighting against men with raping women: "When I have fought with the men I will be civil with the maids – I will cut off their heads […] the heads of maids or their maidenheads" (1.1.7). Even Juliet links sex and death – she puns on the word "die" (Shakespearean slang for orgasm) when, day-dreaming about her impending wedding night with Romeo, she imagines Romeo being transformed into a bunch of "little stars" lighting up the night sky: "Give me my Romeo, and when I shall die / Take him and cut him out in little stars, / And he will make the face of heaven so fine" (3.2.1).
The most obvious example of the sex/death connection in the play is when Capulet sees his daughter's lifeless body and says that "death" has "lain with" (slept with) Juliet: "See, there she lies, / Flower as she was, deflowered by him. Death is my son-in-law, death is my heir" (4.4.9). (By the way, Capulet has no idea at this point that Juliet is married to Romeo – he still thinks she was all set to marry Paris and is still a virgin.)
Shakespeare scholar Marjorie Garber offers one of the most interesting insights when she notes that even the way that Romeo and Juliet each literally die carries symbolic sexual meaning. Romeo drinks his poison from a goblet, a traditional symbol of female sexuality. (This same symbolism is used in the Da Vinci Code, where the Grail, a big V-shaped goblet, symbolizes, well, a woman's vagina.) Juliet, in contrast, stabs herself with Romeo's dagger – a traditional symbol of male sexuality. What's this all about, you ask? Symbolically, Romeo and Juliet combine physical death and sexual climax. It's all pretty ironic, really. Typically, sex acts between men and women are supposed to result in the creation of life (making babies, that is). Yet, in the play, that's just not the case.