|Apocalypse Now (1979) [Gunner's Mate 3rd Class Tyrone 'Mr. Clean' Miller]: Shot with an arrow when the natives attack the boat. (Thanks to Robert)
Death Wish II (1982) [Cutter, the Mugger]: Shot to death by Charles Bronson in the park at night. (Thanks to Robert)
Quicksilver (1986) [Voodoo]: Hit by a car driven by Rudy Ramos while riding his bicycle. (Thanks to Robert)
King of New York (1990) [Jimmy Jump]: Shot in the head by David Caruso, after having been shot in the stomach by David a few minutes earlier; after Wesley Snipes dies from Laurence's shots, David finishes Laurence off rather than take him into custody.
Bad Company (1995) [Nelson Crowe]: Shot in the head during a shoot-out with Ellen Barkin in his apartment. (Thanks to Robert)
Othello (1995) [Othello]: Commits suicide by stabbing himself. (I haven't seen this version, but I'm familiar with the story.) (Thanks to Robert)
Event Horizon (1997) [Captain Miller]: Commits suicide/sacrifices himself by blowing up the spaceship while he's inside. (Thanks to Michael)