In D&D 4th Edition, one can only get to a state of Dying after getting Bloodied first.
If - for example - I have a Feat which gives me the ability A to do something as a Minor/Move/Standard action while I'm Bloodied, while at the same time I'm currently in a Dying state and I have another Feat that allows me to be conscious:
Can I perform A?
Whenever you drop to 0 hit points or fewer, you are dying but you can choose to remain conscious until your first death saving throw. If you remain conscious, you can take only one standard action before you attempt your first death saving throw.
Wounded Resurgence (21st level):
If you are bloodied, you can spend a healing surge as a minor action to restore your current hit points to your bloodied value. Also, you don't take a death penalty when you are returned to life by the Rise Dead ritual.