|Tales from the Crypt: Top Billing (1991) [Winton Robbins]: Strangled with a rope by Jon Lovitz in the theatre dressing room. (Thanks to Kyle)
Kuffs (1992) [Brad Kuffs]: Shot by Leon Rippy in a church; he dies (off-screen) in the emergency room shortly afterwards. We learn of his death when Troy Evans informs Christian Slater. (Thanks to Kyle)
Babylon 5: Sleeping in Light (1998) [John Sheridan]: Dies when Wayne Alexander comes to take him beyond the galaxy, at the end of the 20 extra years of life he had been granted in the earlier episode The Hour of the Wolf. We last see him as the ship is flooded with light; there is no trace of his body when the ship is later found. (It's ambiguous as to whether or not this constitutes a "death," but I'll list it just in case.)
Twice in a Lifetime: Fallen Angel (2000) [Ray Patterson]: Shot to death by his son (Aaron Poole); he is returned to life in his past to correct his mistakes.
Aces 'n' Eights (2008) [D.C. Cracker]: Shot repeatedly in a big shoot-out between the homesteaders and the railroad men. (Thanks to Brian)