* The ''CallOfDuty Modern Warfare'' series does this at least once in each game. In the first one, it's the just-got-ousted President of the generic Arab Country, whom you get to play as during the moments leading up to his execution. In the second, it's [=SatCom=] 1, who you use to watch Price's plan unfold. When it does, the resultant [[FridgeLogic space-shockwave]] destroys the station you're on, killing you in the process.
* Happens multiple times in the Story Mode of ''VideoGame/MortalKombat9'', in which a character will be killed immediately once his chapter in the story ends.
* Chapter 11 of ''VideoGame/ValkyriaChronicles'' includes Isara inventing smoke bombs to get the squad past a narrow field without being gunned down by the enemy... and then ends with her being KilledOffForReal.
* ''VideoGame/MassEffect3'' does this with several missions that involve former members of your squad from the second game: they receive some notable focus and then wind up dying by the time it's over. For some such as Miranda, Grunt, and Samara it can be optionally subverted, since you can save them from dying.