|Dead Again (1991) [Roman Strauss/Mike Church]: Playing a dual role, "Roman Strauss" is executed (off-screen) by the electric chair; we only see him being led to the execution chamber. (His present-day character "Mike Church" survives the movie.)
Mary Shelley's Frankenstein (1994) [Victor Frankenstein]: Dies of exhaustion and hypothermia at the Arctic Circle, after telling his story to Aidan Quinn. His body is prepared for a funeral pyre, which is finally set ablaze by Robert De Niro (setting fire to himself as well) as the ice floe drifts off.
Hamlet (1996) [Hamlet]: Slashed with a poisoned blade during a swordfight with Michael Maloney; he dies shortly after killing Derek Jacobi in turn.
Wild Wild West (1999) [Dr. Arliss Loveless]: Falls to his death from his giant mechanical spider at the end of a fight with Will Smith. (Thanks to Tal)
Conspiracy (2001) [Reinhard Heydrick]: Mortally wounded in an assassination by resistance members; his death is mentioned in the narration. (Thanks to Joe)
Valkyrie (2008) [Major General Henning von Tresckow]: Commits suicide (off-screen) by blowing himself up with a hand grenade; we only see him holding the grenade to his throat. (Thanks to Tommy)