|The Ghost Ship (1943) [Seaman Louie Parker]: Crushed to death when the ship's anchor-chain is dropped into the locker, after Richard Dix locks Lawrence inside.
Dillinger (1945) [John Dillinger]: Shot to death by FBI agents outside a theater. (I haven't seen this movie myself, so I don't know whether it actually depicts Dillinger's death or not.)
Murphy's Law (1986) [Cameron]: Shot in the mouth by Carrie Snodgress in the park, after he gives her the information she hired him to find.
Star Trek: The Next Generation: The Big Goodbye (1988) [Cyrus Redblock]: Playing a virtual-reality holodeck creation, he ceases to exist (along with Harvey Jason) when they leave the holodeck in an attempt to take over the real world. (Thanks to Stephen and Neil)
Reservoir Dogs (1992) [Joe Cabot]: Shot in the chest, along with his son (Chris Penn), by Harvey Keitel during a stand-off in the warehouse.
Star Trek: Deep Space Nine: Business as Usual (1997) [Regent of Palamar]: Killed (off-screen) by enemy soldiers; we learn of his death afterwards when Avery Brooks informs Armin Shimerman. (Thanks to Neil)