|The Woman on Pier 13 (I Married a Communist) (1949) [Don Lowry]: Deliberately run over with a car by William Talman, as Laraine Day looks on helplessly from her window.
Along the Great Divide (The Travelers) (1951) [Billy Shear]: Shot by one of Morris Ankrum's men during a shoot-out; he dies of his wound some time later while talking to Kirk Douglas. (Thanks to Gordon)
Flesh and the Spur (1957) [Lucius 'Luke' Random/Matt Random]: Playing a dual role as twin brothers, "Matt" is shot to death by Mike Connors. "Luke" survives the movie.
Big Jake (1971) [Bert Ryan]: Shot to death by Richard Boone on the porch of the ranch mansion. (Thanks to Brian)
Miracle Mile (1988) [Ivan Peters]: Killed (off-screen) along with Lou Hancock, when the nuclear missiles strike the city, after they decide to spend their last moments together rather than try to escape. We last see them saying goodbye to their granddaughter (Mare Winningham) before driving off to have breakfast together. (It's debatable whether any of the characters survive the movie, but I'll only be listing the ones who make no attempt to escape and thus have no chance of survival.) (Thanks to Kyle)