The majority of people who saw The Lion King for the first time probably didn't expect Scar to succeed at killing Mufasa so easily.
The Professional / Léon. Practically everyone except Mathilda is dead by the end: The Hero, the Big Bad, most of the Big Bad's goons and the entirety of Mathilda's family.
Inglourious Basterds: Hitler doesn't even survive this film. About half the cast is killed in a tavern shootout. The ones who survive that are blown to bits in the climactic theater explosion (or various shootouts and stranglings taking place moments before). Only three of a twenty-member ensemble cast make it to the end, and one is a fairly minor character who has maybe ten lines tops.
The most shaggy-dog extreme of this trope is the film Death Proof, the whole first half of which is spent following characters who don't survive into the second half, just to establish this trope for the film. It then makes up for it with one of the best car chases ever put on film.
Saving Private Ryan. The first major scene in the movie establishes the tone pretty well, if the fact that's a war movie didn't tip you off first. Most of those who die in the opening barrage are unknown to to the audience. The later battle at the radar site, and over the village account for characters they've come to know.
Star Trek (2009): The planet Vulcan, including Spock's mother, Amanda Grayson, who may be a more appropriate example for this page. Especially shocking due to the finger it gave to Status Quo Is God: you thought it would be your standard Prequel and then they go and do that.
It similarly destroyed Romulus and Remus - the twin planets at the heart of the Romulan Star Empire, in the prime universe to get the plot started in the first place.
Star Trek: Generations: While it doesn't feature a ton of main character deaths - the TNG cast comes out intact - the universe does lose the recurring villains Lursa and B'etor, and oh, by the way, James T. Kirk.
Paranormal Activity is an interesting case. The series has a tendency of killing off most (if not all) of the main characters, but spares the minor characters who show up in three scenes or less. Four movies in all, and the only main character still confirmed alive and not possessed by the demon is Ali.
Scream. Any character regardless of the actor in the role can (and does) die in the first ten minutes. This is also referenced in Scream 3 by resident horror movie buff Randy: In the third movie all bets are off and anyone can die. True to form the film proves this by killing off Cotton Weary, a major character from the first two, right off the bat.
And Randy himself in Scream 2, unexpectedly and right in the middle of the movie, dropping a bridge on him.
Alien. The characters died in more or less reverse order of how famous the actors playing them were. Famous in 1979, that is. John Hurt was hugely famous and popular in the US and Britain. Even Veronica Cartwright, whose career went back to playing Violet Rutherford on Leave It to Beaver, and had intersected with Audrey Hepburn and Alfred Hitchcock, was familiar to audiences. Sigourney Weaver was entirely unknown, and the only entirely unknown actor in the cast, with just four minor credits. The deaths of the characters felt like a downward spiral, and Ripley's demise seemed inevitable. The tension of the last ten minutes (with the ship's computer voice counting them off) was almost unbearable. Ripley's survival was shocking, and until the end credits rolled, the audience still expected the alien to pop up somewhere.
In fact the original script DID have the alien kill Ripley, then do the log entry in her voice. The producers nixed this idea, a case of Executive Meddling done right.
Aliens. Practically everyone dies, most in the initial catastrophic engagement with the aliens. Of the sixteen characters on LV-426 only four make it to the end credits, and two of them are seriously injured (one of whom, an android, is in bits).
Alien³. The survivors of the previous film, after fighting through all of Aliens and surviving, all die right in the beginning, except for Ripley. The prisoners are all killed one by one, with a lot of them completely unexpected. Clemens, the only sympathetic and interesting character in the film is among them. Ripley herself even dies at the end.
In Ju-on, and its remake series The Grudge, anyone can be killed by the ghosts at any moment. Even the ghost's beloved crush from her college days is no exception.
The only characters not killed by Kayako (in the Ju-on series, at least) is her crush's wife and unborn son; they were killed by Kayako's deranged husband.
Just to put it into context, out of the fifteen or so named characters, only four (the number, notthecharacter) survive.
This movie, by the way, was put in the "Kids and Family" category. If the children aren't traumatized by the doll/spider/snake (Seamstress), they'll be depressed by all the cute dying ragdolls.
The Final Destination movies. NOBODY EVER LIVES! Clear Rivers survives the first one but is killed in a gas explosion near the end of the second one. Kimberly Corman and Thomas Burke survive the second one and are revealed to have died by falling into a woodchipper at the end of the third film. The franchise has a 0 survivor rate.
The Cowboys. First, one of the plucky youngsters goes, then at the end of the second act, John freakin' Wayne dies.
Only two named characters and a small amount of unimportant minor characters live to the end of Edge of Darkness 2010, and one of the two characters was put in a coma she probably didn't get out of.
Blade: Trinity starts with Whistler's death, who has been around for both previous films. Then again, he was thought to have committed suicide at the end of the first film.
Feast dines heartily on this trope. In the opening scene, a badass protagonist bursts into the restaurant, proclaims himself the hero, is designated as such by the movie itself, and is then viciously dispatched. For the rest of the film you're never quite sure who'll survive and who won't because even the kid is swallowed whole.
Its prequel, Smokin' Aces 2: Assassins' Ball, is even worse. It introduces several new characters who don't appear or were even mentioned in the original film (except Lester Tremor and Lazlo Soot, obviously). Besides those two, only two characters survive the bloodbath in the film.
Of the large cast of characters in Demon Knight by the end of the movie Jeryline is the only survivor.
Saw. Seven movies in total, and the only recurring character to survive to the end of it all is Lawrence Gordon, who only appeared in the first and last ones.
Hoffman is technically alive at the end of the last film. He is the only character in the entire series to appear in more than two movies and survive. And even then, he's locked in the bathroom from the first film with no hope of escape, with the implication being that he's going to die soon.
In the real life Battle of Waterloo, the Duke of Wellington's officer corps and aides were devastated by the battle, with a large number of them either being killed or wounded. This carries over to the movie Waterloo. Also, all those Mauve Shirts who humanize the encounter and both armies? Don't hold out too much hope for them either.
Australian movie Boy Town has all the main characters die in a plane crash towards the end.
Contagion: Everyone besides Mitch Emhoff, the only person with real immunity, who gets truly infected dies.
Sunshine: Once Kaneda died, everyone knew this was coming.
About halfway through Drive starts playing this trope pretty hard until the end when all but two named characters are dead.
By the end of John Carpenter's The Thing (1982), only two characters are left alive, and they are most likely to freeze to death.
Given the nature of the titular Thing, there's a good chance that one of them is already dead.
The Hong Kong Kung Fu flick Duel to the Death is a film about a duel between the best swordsmen in China and Japan for bragging rights between the two nations. By the end everyone is dead except for the two leads, (well, aside from one character who has undergone a Break the Haughty experience and possibly gone insane as a result) and both of them are dying from wounds suffered in the duel as the credits roll.
The 2010 Clash of the Titans remake wastes no time in killing off characters, both major and minor. Both Perseus' and Andromeda's parents, the cult leader who tried to sacrifice her, the entire Praetorian guard and its captain Draco, the Jinn who accompanied Perseus on his journey,and Io all face their demise along the course of the film. However, Io got better by the end and is reunited with Perseus. Hades doesn't count, however, since he was merely sent back to the underworld.
Neil Marshall's Centurion ends with only one major character alive. All the Centurion soldiers are dead except Quintus, and the only other people alive are the Pict leader Gorlacon, the exile Arianne, and the governor. The three of them have less than 10 minutes of screen time.
Most of the main characters get killed by the end of Apocalypse Now in increasingly more brutal ways. First Clean gets shot and dies instantly, then Chief gets impaled by a spear, and finally Chef gets decapitated (judging from the expression on his face he was probably alive when they cut off his head).
The Ice Harvest: Charlie and Pete are the only main characters to survive.
Supposedly the whole point of Sucker Punch, leaving none but one protagonist, one anti-hero, and the antagonists alive in a massive Downer Ending.
Subverted though, since Word of God stated that the characters who died only died in Babydoll's imagination, not in reality.
Only two of the eponymous bodyguards gathered to protect Sun Yat Sen in Bodyguards and Assassins are still alive by the time that he leaves Hong Kong (roughly two hours after arriving).
Dario Argento's films seem to be rather fond of this, killing most of the main cast and rarely ever having a survival count higher than 2. The most egregious example of this being Suspiria, where once the main heroine kills the head witch (Suspirorum, the Mother of Size), the building starts to collapse, and the moment she leaves, it bursts into flames, supposedly killing every single person within the building except for the main heroine (thankfully, the students were watching a play in the theatre, so they weren't there).
John Woo's The Killer ends with just about every major character dead except for Jenny (who is blind for good) and Inspector Li Ying (who was arrested by his fellow officers for killing Wong Hoi right in front of them).
In EpicThe Leafmen's queen dies, Mandrake's son dies, a Boggan is seen falling down onto a car windshield and is just wiped off like a swatted fly, and who knows how many more sacrificed their lives in this battle.
In A Nightmare on Elm Street. It becomes evident further in the franchise that we aren't sure who lives and who dies. Whilst some may survive a movie, like Nancy, Kristen, Kincaid, Joey and Don (Nancy's father) they don't survive the next one they feature in, whilst others simply don't even live through one. Although, Alice managed to feature in two films, even surviving by the end of her second one. Part of this reason is that we can easily be tricked into thinking an established main character will live in regards to Plot Armor, so the fact that this trope is played with is clues to the awareness of a growing peril of the situation as characters are constantly picked off. If a few of the main characters survive a film, it's justified in regards to their integral role in the plot.