The Game Over screen is the screen that is displayed when the player has lost the game. When a player receives a Game Over, they are automatically sent back to the main menu screen of the game, and must reload their saved game, and continue from their last save point. This principle follows through with all games, and the main way to receive the Game Over screen is by death of the character.
In all Fatal Frame games, Game over can be acquired by dying in the game. The characters that are capable of death in Fatal Frame are Miku and Mafuyu though its very unlikely for Mafuyu to die considering the weak opponent and the low health he has.
Fatal Frame II: Crimson Butterfly has the most options of death, unlike the others, because there is two other ways to get Game Over, The first is simply by death, the second is by the death of Mayu, which can only occure if the enemy holds on to her for too long, and last, by leaving the village alone through the secret passage underneath Kureha Shrine, resulting in the Runaway Ending.