Just call die() without ever defining it. Your script will crash. :)
When I do this, I usually call discombobulate() instead, but the principle is the same.
(Actually, what this does is throw a ReferenceError, making it roughly the same as spudly's answer - but it's shorter to type, for debugging purposes.)
There's no exact equaliant of language construct die of PHP in Javascript. die in PHP is pretty much equal to System.exit() in Java, which terminates the current script and calls shutdown hooks.
As some users suggested; throw Error can be used in some cases, however it never guarantees the termination of the current script.
There can be always an exception handling block surrounding your throw statement- unless you call it on the top most level script block, which eventually exits only the script block you're executing.
However it won't prevent the second block from being executed here (prints hello):
<script type="text/javascript">
throw new Error('test');
</script>
<script type="text/javascript">
document.write("hello");
</script>