Answer:
I am a rock group that has 4 members, all of whom are dead, one of which was assassinated. What am I?
I can run but not walk. Wherever I go, thought follows close behind. What am I?
I am always in front of you, but yet I am never here. What am I?
I am the type of room you cannot enter or leave. Raise from the ground below I could be poisonous or a delicious treat.
I can generate fear and some say I come out of your ears. I am as quiet as a mouse but not welcomed in the house.
I will disappear every time you say my name.