|Gerry (2002) [Gerry]: Strangled by Matt Damon, as a mercy killing after they've been lost in the desert for days (just before Matt finds the highway and discovers they both could have been rescued). (Thanks to Eli and Sheena)
The Assassination of Jesse James by the Coward Robert Ford (2007) [Robert Ford]: Shot to death (off-camera) by Michael Copeman in a bar; the movie ends with Michael pointing his gun at Casey, after the narration has already described the details of Casey's death. (Thanks to Steve)
The Killer Inside Me (2010) [Lou Ford]: Shot repeatedly by police after he stabs Jessica Alba; before dying, he ignites the fuel he had poured around the house, burning it down around him.