EditEnd the game when the player falls off the bottom but not the sides and top
Basic Idea: Use the scene leave event for the scene change behavior to cause a scene transition when the actor exits the scene from the bottom.
Sample Game:
http://www.popfly.com/users/Team/HowDoI-EndGameFromFallingDetails:
Actor->Choose Actor->Behaviors->Scene->Event->Scene Leave 
- Select an actor in your game and edit its behaviors
- Add a new Scene behavior
- Click on the Event button for this new behavior and change the settings to what is shown in the screenshot above
- Choose the destination scene that will be transitioned to after this event occurs. In the example game, the Lost scene is selected.