Severio Pelagia will die once you have received the Battle for Whiterun journal entry. The quest is designed that way (and is probably implying that he was in his house when it got destroyed during the battle). This does not have any effect on the completion of the Battle for Whiterun quest, but some quests like radiant quests from the Thieves Guild or The Companions can't be completed (without the use of console commands) if it leads to Severio Pelagia's house.
In Severio Pelagia's house's case, using the console command
coc whiterunseveriopelagiashouse will place the player inside the house, allowing the radiant quests to continue normally. The door inside works normally for exiting.
As for the list of similar events which could cause some quests to be unable to be completed, I think this is better indexed in the UESP wiki rather than here. Check out the 'Quests' article or the article of the related NPCs or location, if you want to know what game events could cause a certain quest to not be completed.