|Sahara (1943) [Fred Clarkson]: Shot (off-camera) when a Nazi plane strafes the tank; his compatriots discover afterwards that he's been wounded, and he dies some time later while being transported across the desert.
Rocketship X-M (Expedition Moon) (1950) [Colonel Floyd Graham]: Killed in an explosion, along with Osa Massen and Hugh O'Brian, when their spaceship crashes on re-entry.
The Love War (1970) [Kyle]: Shot to death by Angie Dickinson. (Thanks to Robert)
Haunts of the Very Rich (1972) [Dave Woodrough]: Dies (I don't know the circumstances) before the story begins; the movie takes place at an "island resort" which is revealed to be the afterlife. (I haven't seen this, but I'm familiar with its premise.)
Death Race (State of Division) (1973) [General Hans Pimler]: Machine-gunned by his subordinate (Eric Braeden) after Lloyd shoots Roy Thinnes despite Roy's waving a white flag. (Thanks to Robert)
The Wild Pair (The Devil's Odds) (1987) [Colonel Heser]: Stabbed repeatedly by Bubba Smith. (Thanks to Michael)
Blown Away (1994) [Max O'Bannon]: Killed in an explosion after Tommy Lee Jones straps a bomb to Lloyd's body, and Lloyd sets it off rather than let Jeff Bridges risk his life defusing it.
Mafia! (Jane Austen's Mafia!) (1998) [Vincenzo Cortino]: Poisoned when his grandson deliberately sprays him with industrial-strength insecticide while "playing" with Lloyd in the garden. (A parody of Marlon Brando's death in The Godfather.)