|Steven Williams (1949 - )|
|Missing in Action 2: The Beginning (1985) [Captain David Nester]: Shot to death by Viet Cong soldiers. (Thanks to Robert)
The 100 Lives of Black Jack Savage (1991) [Black Jack Savage]: Executed by hanging; he appears as a ghost in the present day throughout the series. (I haven't seen this series myself, but have read the premise on its IMDb listing.)
Jason Goes to Hell: The Final Friday (1993) [Creighton Duke]: Crushed to death in a bear-hug by Jason (Kane Hodder).
The X-Files: Herrenvolk (1996) [Mr. X]: Shot to death by Consortium agents after being lured into a trap; he manages to make his way to David Duchovny's apartment and write a clue in his own blood before dying. (Thanks to Kim)