According to the events of Harry Potter and the Order of the Phoenix, Sirius Black does in fact die. However, there is a possibility that Sirius may not be gone forever, in the sense that, the veil that he vanishes into is a metaphor for what one's belief is about the afterlife. For those who believe in the afterlife, there are voices coming from behind the veil which implies that there are people who still exist there despite being considered dead. Therefore, Sirius could be still alive in a very broad sense for those who believe in his afterlife.