|Lawrence of Arabia (1962) [T.E. Lawrence]: Killed in a motorcycle accident at the beginning of the movie; the rest of the film depicts his life in flashback.
Lord Jim (1965) [Lord Jim]: Shot to death (off-screen) by the town headman after Peter leaves the shotgun within his reach and walks away; we hear the shot after the scene cuts away to Daliah Lavi. (Thanks to Brian)
The Night of the Generals (1967) [General Tanz]: Commits suicide by shooting himself. (Thanks to Robert)
Murphy's War (1971) [Murphy]: Drowned when he goes down with the ship. (Thanks to Fred)
Man of La Mancha (1972) [Don Quixote de La Mancha/Miguel de Cervantes]: Playing a dual role as both the author Cervantes and his character Don Quixote, "Don Quixote" dies of old age/natural causes in a deathbed scene in the story-within-the-story portion. (Thanks to Pfizer)
Caligula (1979) [Emperor Tiberius Caesar]: Strangled with a scarf by Guido Mannari while Malcolm McDowell looks on. (Thanks to Robert)
Supergirl (Supergirl: The Movie) (1984) [Zaltar]: Falls into a vortex while climbing a wall with Helen Slater. (Thanks to Michael)
The Dark Angel (Uncle Silas) (1987) [Uncle Silas]: Commits suicide (off-screen) by taking an overdose of laudanum. (Thanks to Aaron)
The Rainbow Thief (1990) [Prince Meleagre]: Commits suicide by drowning himself in a flooding underground tunnel, when he deliberately releases Omar Sharif's hand while Omar is trying to pull him up. We see Peter disappear beneath the water; his body is not shown.
Wings of Fame (1990) [Cesar Valentin]: Shot in the chest by Colin Firth at a press conference early in the movie; the rest of the film depicts Peter & Colin's experiences in the afterlife.
Troy (2004) [Priam]: Killed by Brian Cox. (Thanks to Germboygel)
Venus (2006) [Maurice]: Dies of old age/heart failure while sitting on a bench on the beach with Jodie Whittaker. (There is also an earlier film-within-the-film scene showing one of his acting jobs, in which he "dies" of old age in a hospital bed.) (Thanks to Jonah)
Stardust (2007) [King]: Dies of old age/natural causes, after issuing a challenge to his surviving sons for the right to succeed him on the throne.