As Ilya Somin mentions below, J.K. Rowling is hinting that Harry Potter (and another main character) may die in the final book in the series. I thought of blogging on this earlier, but decided to wait to see if Dave Kopel was going to do so, since in a long essay last July Kopel predicted both Harry's death and Professor Snape's:
In the end, I predict, Snape will sacrifice himself in order to destroy the snakelike Voldemort, whose personal symbol (the Dark Mark) is a snake tongue projecting from a death's head skull. . . .
The first half of the prophecy [by Sybil Trelawny] is:
"The one with the power to vanquish the Dark Lord approaches. born to those who have thrice defied him, born as the seventh month dies . and the Dark Lord will mark him as his equal, but he will have power the Dark Lord knows not"
The second half of the prophecy explains, I suggest, why Harry must die in book 7, so that Voldemort can be destroyed:
and either must die at the hand of the other for neither can live while the other survives . the one with the power to vanquish the Dark Lord will be born as the seventh month dies.
"[N]either can live while the other survives." On the face of it, the statement is absurd. Voldemort and Harry are both alive, and both survive, simultaneously. We tend to think of "live" and "survive" as synonyms. Yet if the two words are synonyms, the prophecy is incorrect.
It could be argued, if a person is not mortal, he is in a sense not truly living. The immortal creatures (that is, creatures which survive endlessly) which we have seen are ghosts and inferni. Each of them survives, yet neither of them lives.
Thus, as long as Harry survives, Voldemort is not mortal. Accordingly, Voldemort is, in a sense, not living. And perhaps, in some as-yet unknown way, Harry is immortal as long as Voldemort survives. . . .
The reason that Harry must die in order that Voldemort may "live" (as a mortal) rather than "survive" (as a deathless immortal) is that the final Horcrux is contained within Harry himself. . . .
"I am sure he was intending to make his final Horcrux with your death," Dumbledore explained to Harry. (506).
But Voldemort's death/Horcrux spell on baby Harry went terribly wrong, and blasted Voldemort's body out of existence. Yet maybe Voldemort did, unbeknownst to himself, create that final Horcrux: in Harry Potter himself. The lightning bolt scar on Harry's forehead is clearly more than a wound from the attack, since we know it magically links Harry and Voldemort. Could it also be the final Horcrux? And so for Voldemort to be destroyed with finality, Harry himself must die too.
Perhaps there's some way to destroy only the Horcrux, without killing Harry. But from what we've seen so far, in order to destroy a Horcrux, such as the one contained in Tom Riddle's diary, one must destroy the Horcrux-carrier too. (The Letters of Marque blog by Michigan Law student Heidi Bond contains an extensive discussion of the "Harry has a Horcrux" theory.)
For fans of the series, Kopel's detailed analysis of clues in the prior books is quite interesting.