Step 3 | Part B: The DIESEL Fuel System 
It's more trouble to end up with an
empty tank in a diesel car compared to a petrol car, because a diesel fuel system absolutely abhors air in the lines. Running on empty automatically means air has been sucked into the fuel lines, and one needs to bleed off air and prime the system.
Each type and model of diesel engine will be slightly different in how the bleeding is done. Almost all diesels (DI, IDI, CRDi) have a manual bleeding mechanism of some sort at the fuel filter. It's usually a lever (like some Jeeps), bulb (like the Safari) or a push-button (like the Scorpio) that is pumped repeatedly to push out air from the system.
If you are sure about there being enough fuel in the tank, you need to check whether a fuse for the in-tank (low pressure) pump has blown, whether the low pressure pump has gone kaput or if the filter inside the tank is clogged. The procedure is similar to what has been described for petrol engines in the post above.
Diesels also have this nasty habit of refusing to run when there's any water in the fuel. Unfortunately, petrol pumps have a nasty habit of selling you water-laden diesel in the monsoons (not completely their fault, but we need to blame someone, don't we?

). Once that happens, the sedimenter bowl below the diesel filter fills up with water, a warning light shows up on the dashboard and the engine refuses to start / runs erratically / cuts out suddenly.
Here's
how to drain water from the fuel filter of an Innova. The basics remain the same, but each car has its own required technique.
In rare instances, even with a tankful of diesel, the fuel system will draw in air and cut off the engine as a result. This can happen because of a leaking (damaged) fuel line, or (for avid off-roaders) if your car has tilted so sharply that the suction end of the electric fuel pump is not completely immersed in the diesel inside your tank. After the root cause is addressed (sealing a fuel line leak or getting the car back straight and leveled), the method of bleeding and priming the system remains the same as described above.
The adventurers among us have, on many occasions, found their diesel engines refusing to start at high altitudes in cold climates. Read these threads:
Thread 1 Thread 2
In most cases, if you've been caught unawares and cannot start your car at 14,000 ft and (-)5 degrees C, it's best to wait it out until the sun comes up and the weather is warmer.