Since 0.52, suicide is now possible with sharp objects and weapons with ammo in it. You need to press F11, but then, you still have a chance to not commit suicide. If you decide to just die, you need to left click. Then, your character will die. You can cancel the suicide by just walking instead of clicking the left mouse button. If you are unarmed, your character will make a gun with their hands, and pretend they're committing suicide *you won't die, obviously*.
If your leg is broken, another way to suicide, rather than crawling round having no more use than a 1 legged man in a kicking contest. You can approach stairs and use the 'Q' and 'E' buttons to roll up the stairs and then roll off at an appropriate height to kill yourself.