Over the weekend Associate Justice of the Supreme Court Antonin Scalia died at the age of 79. At the time of his death Scalia was still a sitting member of the Court. As Stars and Stripes reports, such an event is fairly rare in recent times. The last justice to do so was Chief Justice Rehnquist who died at the age of 81 in 2005. But before him the previous example of a sitting member of the Supreme Court dying in office was Robert Jackson in 1954, when Eisenhower was president. For 50 years between those two judges, not a single sitting Supreme Court Justice died in office. Indeed, since 1900 46 justices have served and of them, 39 left in retirement and only 7 have died in office (according to an analysis by Marquette University’s legal blog in 2012). In contrast, between the USA’s founding and 1900 there were 57 Supreme Court justices and 38 of them died in office. Thus, the proportion of those justices who died in office basically reversed from the 19^th to the 20^th century.
So why is the death of a sitting Supreme Court justice far less common recently then it used to be? First, they, like the rest of the population, are living far longer. Nearly half (17) of the first 38 justices to die in office did so before their 70^th birthday and four of them did so before their 60^th birthday. Since 1990 there have been six justices to retire and all of them were 70 or older (except Souter, who was 69). Two of the six were in their mid-80s (Marshall was 83 and Blackmun was 85) while Stevens only retired once he reached the age of 90. (In New Zealand all judges must retire at the age of 70 – the belief being that everyone over the age of 70 is senile…)
A more prosaic reason for the lack of 19^th century retirements is pension eligibility requirements. For most of the 1800s Supreme Court justices had to be at least 70 years old and to have served on the Court for more than 10 years to be eligible for a retirement pension. Thus there was clearly a sensible reason to hang on to the job as it meant the difference between a pension or not.
Finally, it is worth noting that dying in office is far more common when there is a member of the opposite party in the White House. A study in the journal of Demography analysed the retirement and death of all Supreme Court justices from 1789 to 2006. It found that:

"[P]olitical climate effects on death in office are consistent with the politicized departure hypothesis. When the incumbent president is of a different party than the president who appointed the justice, then the justice's death-in-office odds are about tripled, compared with when the appointing president and the incumbent president are members of the same party." Thus, a Supreme Court justice is three-times more likely to die than retire if the President is from the opposition party to that which appointed him or her. Which makes sense: you are less likely to step down willingly if one of them gets to choose your successor.