|All in the Family: Stretch Cunningham, Goodbye (1977) [Stretch Cunningham]: Although James did not actually appear in this episode, it dealt with his character's (off-screen) death and funeral.
Eraser (1996) [William Donohue]: Commits suicide by shooting himself in the mouth after Vanessa L. Williams exposes his criminal activities. (Thanks to Rick)
L.A. Confidential (1997) [Captain Dudley Liam Smith]: Shot in the back by Guy Pearce as James starts to walk away after the big shoot-out.
Species II (1998) [Senator Judson Ross]: Stabbed/impaled by a tentacle when his son (Justin Lazard) starts to transform into an alien while embracing him. (It's been a while since I've seen this movie, so I might be misremembering the scene.)
A Slight Case of Murder (A Travesty) (1999) [John Edgerson]: Bludgeoned to death with a hammer by William H. Macy in William's apartment; the scene cuts away just as William brings the hammer down.
ER: The Crossing (2001) [Bishop Stewart]: Dies of complications from diabetes. (Thanks to Neil)
I, Robot (2004) [Dr. Alfred Lanning]: Thrown out of a window by a robot (Alan Tudyk) after James orders it to do so. (Thanks to Neil)
Six Feet Under: Everyone's Waiting (2005) [George Sibley]: Dies (off-screen), presumably of natural causes, at some point between the 2025 epilogue and the 2030 epilogue. (Thanks to PortsGuy)