Well, I did that experiment with a clock once, when I was a kid (used a belt buckle though, so I was insulated by the leather of the belt, I wasn't stupid enough to hold the metal in my hand while I did it despite what you are likely thinking about my stupidity in trying the experiment in the first place). Made a good pop!, fried the fuse, and fried out a chunk of one of the plug prongs and the belt buckle. My dad wasn't happy with me, because I had to own up to what I did to get him to stop trying to find what blew the fuse. It could have electrocuted me if I ended up as the ground to the circuit, yes. It is not likely that it would have been fatal but you never know for certain with electricity. Doesn't take much to zap the heart and stop it from working correctly.
So, yes, it could kill you, so don't do it.