|Taps (1981) [Brian Moreland]: Shot to death, along with Tom Cruise, by the National Guard, after Tom opens fire on them. (Thanks to Robert)
Made in Heaven (1987) [Mike Shea/Elmo Barnett]: "Mike" dies at the beginning of the movie; he then arrives in Heaven and is reincarnated as "Elmo." (I haven't seen this movie, but I'm familiar with the premise.)
The Dark Half (1993) [Thad Beaumont/George Stark]: Playing a dual role as the writer "Thad Beaumont" and his alter-ego "George Stark," "Stark" is devoured by a flock of sparrows, leaving no trace behind. (Thanks to Binky)
City of Industry (1997) [Lee Egan]: Shot to death by Stephen Dorff. (Thanks to Bubbazanetti)
The General's Daughter (1999) [Colonel William Kent]: Killed in an explosion after he steps on a "Bouncing Betty" land-mine, then deliberately commits suicide by stepping off of it.
Secret Window (2004) [Ted Milner]: Hit in the face with a shovel by Johnny Depp, then hacked to death with the shovel, while Maria Bello looks on helplessly. (The DVD also includes an alternate ending in which the camera pans down beneath the ground to show Tim and Maria's bodies buried in the garden.) (Thanks to Robert)
The Good Shepherd (2006) [Thomas Wilson]: Commits suicide (off-camera) by shooting himself in the head in his office; we hear the shot from off-screen, and his body is shown lying on the floor afterwards when his son (Austin Williams) comes in and finds him. (Thanks to ND)