Let me count the ways...(in no particular order)
1) It was a legit plane wreck, an accident
2) He was assassinated on Putin's orders.
3) He was assassinated on someone elses orders.
4) He faked his own death in order to avoid capture.
5) He's alive somewhere, in custody, wishing he were dead.
6) He was actually in cahoots with Putin on some deep plot within a plot and he is currently OK, and under Putin's protection.
Any other possibilities?