END happens after the die..

#!/usr/bin/perl -w

$SIG{__DIE__} = sub { print "Dead\n"; };

die "Blah";

END {
    print "This is the end, my friend.\n";
}
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Outputs:

Dead
blah at ./foo.pl line 5.
This is the end, my friend.
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But, you need to define the SIG before you use it. The END will happen regardless. For example:

#!/usr/bin/perl -w

die "Blah";

$SIG{__DIE__} = sub { print "Dead\n"; };

END {
    print "This is the end, my friend.\n";
}
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Will output:

Blah at ./foo.pl line 3.
This is the end, my friend.
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Cheers,
KM