That was close missing

[Tigerle]

Today, I visited a grave (achievement "The restless dead) and survived (I don't know, how)
Meanwhile, my HP was shown at 0 before regenaration. (After regeneration it were at 39)
I didn't get the achievement "That was close"

[R_D]

The only time I've gotten this achievement without a heroism infusion is when I had 1 hp on a specific turn while fighting a high level vault monster. I had a damaging dot on me, and a regen infusion going. My next attack killed the monster, and when the turn resolved I had 1 hp still and received the achievement. I don't know if your hp has to dip BELOW 0 and then be regened above living threshold (if that's even possible), or if something else is going on. Otherwise, maybe you have to kill what caused the actual blow that reduced your hp to exactly 0 (I've heard death is when you drop into negative hp, and 0 hp exactly is livable).

All this being said, I'm not saying there's no bug involved here--I'd have to know the specifics of the game log to say with more confidence.

[PurpleXVI]

When I got it, I died the turn immediately afterwards due to a damage-over-time thing, and I still got the achievement as I popped into the Eidolon Plane.