A few that come to my mind:

Mesalla - Ben Hur

Kind Kong (1931 and 1976)

Mr Chipping - Goodbye Mr. Chips

The Monster and his Bride - Bride of Frankenstein

Bambi's mother - Bambi

Captain America and Billy - Easy Rider

Police Sergeant - The Wicker Man

The executive's accidental death in the boardroom by the first robot in Robocop.

Mr Spock - Wrath of Khan 2

Charles Xavier - X Men 3

William Wallace - Braveheart

Jesus Christ - The Passion of the Christ. Included because i didn't see it coming.

Father Karras in The Exorcist

Nosferatu - Too classic not to mention.
Apocalypse Now - That cow...the horror...the horror...
Pulp Fiction - Vincent Vega in the toilet. Great anticlimax.
Lord of the Rings I - Boromir!
The Fountain - Isabel's death...

and a special mention to Lilja's death in Lilja 4-ever.

Originally posted by Dan St John
The executive's accidental death in the boardroom by the first robot in Robocop.

Kill Bill vol.1.
(although a lot of thoses dudes just lost their limbs)

Christopher Walken - Deer Hunter

Breaking the Waves.

The idea of sacrificial death giving way to life is beautifully portrayed.

The only bit of the film which I like: The Jewish guy from Saving Private Ryan who gets stabbed in the last battle.

Jude Law's character in The Final Cut

Wash in Serenity made me believe every character might die
Jack Vincennes in LA Confidential
But one of my real favs is Geoffrey Lewis as Abner Mercer in Way of the Gun

Also, I feel as though I should have said "spoiler warning" before this, in case readers haven't seen these films, but oh well.

king-sheep.com

another vote for Spock in Wrath of Khan, and for Kirk in whichever one he died in.

Brian Piccolo- Brian's Song
the lawyer on the toilet, eaten by T-Rex- Jurassic Park
Feyd Reutha- Dune
James Woods character- Videodrome ("Long live the New Flesh."😉
Brigitte Nielson's character- Beverly Hills Cop 2 ?
Everyone on the planet- Knowing

-the face melt guy at the end of Raiders of the Lost Ark
-Joe Black in Meet Joe Black before he was Joe Black (hit by the car leaving the coffee shop)
-the WRATH scene at the end of Se7en

Originally posted by Seitse
Breaking the Waves.

The idea of sacrificial death giving way to life is beautifully portrayed.

Braveheart