Spoiler
Yes he died. You know when Tesla tried the machine and evertime he did the hat didn't move, but duplicated? The same thing happened to himself. He copied himself every time he did the trick so that his copy ended up far away while he killed himself. And in the end, Angier saw Borden go backstage and decided to frame Borden for the murder by skipping the prestige and not showing up. Letting everyone belive he did die. But his copy was still alive.
You realise everything and notice all the clever details the second time you watch it.

Here's the trailer for you who haven't seen it.