It's not unusual for one comet to fall into the sun. On Feb. 16th, two comets did it. The Solar and Heliospheric Observatory (SOHO) recorded their death dive:
Two Sungrazers
© SpaceWeather
Travelling in tandem, the two comets disintegrated as they approached the sun. The smaller one vaporized first, and the larger penetrated a bit deeper before it disappeared. Watch the full resolution movie for a better view.

These are Kreutz sungrazers--fragments from the breakup of a single giant comet many centuries ago. They get their name from 19th century German astronomer Heinrich Kreutz, who studied them in detail. Kreutz fragments pass by the sun almost every day. Most, measuring less than a few meters across, are too small to see, but occasionally bigger fragments like these show up in SOHO coronagraphs.

Sungrazing comet expert Karl Battams of the Naval Research Lab in Washington DC speculates that these two ice balls may have been a single fragment as recently as months ago. Solar heating split them apart and, ultimately, obliterated them completely.