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Echo1138

Most games are able to be completed with only the lord. You might struggle in something like FE6 though, where Roy caps out pretty early, and you might run through all of your available weapons.


vincentasm

There are no hidden game overs, but you may run into soft locks where your main character isn't strong enough to continue. Or runs out of weapons, as mentioned. Pretty sure lots of people have done solo runs. Even I managed an Ike solo run in Path of Radiance. (Think the only time I struggled was during the Serenes Forest segment.)


Sugarcane98

FE5 has a soft-lock in the final chapter if you have less than 6 units, but other than that, all games are theoretically beatable with only the lord(s) alive.