Virtual reality technology is no longer confined to computer-science labs and high-tech theme parks. Today, head-mounted goggles, sensors, and haptic control systems are tools for immersive journalism, professional development, and clinical therapy. In this novella, award-winning science fiction and fantasy author Elizabeth Bear and artist Melissa Gay imagine a near future informed by visceral VR simulations to catalyze positive change. We Have Always Died in the Castle is the first story in the Crowd Futures project from Arizona State University. An experiment in collaborative storytelling, Crowd Futures brings authors and illustrators into dialogue with members of an intellectually curious public to participate in the creative process by proposing scenarios, sharing ideas, weighing options, and navigating the uncertainties of our looming scientific and technological discoveries.