As to the question whether daemons can die, I have heard a story from a man who was neither a fool nor an impostor. The father of Aemilianus, the professor of rhetoric whose students some of you have been, was called Epiterses; he was a school teacher and lived in the same town I did. He told me that he once made a trip to Italy and embarked on a ship that carried commercial goods and a large number of passengers. It was already evening; they were near the Echinades Islands. The wind dropped, and the ship drifted near Paxi.
Many of the passengers were awake, and some were still drinking after having finished their dinner. Suddenly a voice was heard from Paxi loudly calling ‘Thamus! Thamus!’ Everybody was astonished. Thamus happened to be our pilot, an Egyptian, but he was not known by name even to many of us onboard. The voice called twice, and he remained silent, but the third time, he answered. The caller, raising his voice, now said: ‘When you get across to Palodes, announce that the Great Pan is dead.’ On hearing this, Epitherses said, everybody was amazed, and they argued among themselves whether it might be better to do what they were told or not to get involved in something and let the matter go. So Thamus decided that if there should be a breeze he would sail past and say nothing, but with no wind and a smooth sea all around he would announce what he had been told. When he came near Palodes, and there was no wind, no wave, Thamus looked from the stern toward the land and said the words as he had heard them: ‘The Great Pan is dead.’ He had not yet finished when there was much wailing, not just from one person, but from many, mingled with shouts of amazement. Since there were many persons on board, the story soon spread in all of Rome, and Thamus was sent for by the emperor Tiberius. Tiberius became so convinced that the story was true that he ordered a thorough investigation concerning Pan; the scholars at his court—and there were many of them—guessed that he was the son of Hermes and Penelope.
Plutarch, On the Cessation of the Oracles, 418E—419E