Saw has done this. In the video game, Detective Tapp commits suicide. In Saw II, John Kramer himself tried to do this. He lived, though. It gives John an epiphany.
Phil in Groundhog Day tries several methods of suicide, presumably out of boredom after being forced to relive the same day of his life so many times in a row. Among the methods he tries are: jumping off a building, stepping in front of a speeding bus, a fiery high-speed chase ending in a car crash and dropping a toaster into his bath tub. And while all of these actually succeed, it does not stop him from waking up alive every morning on February 2.
Jericho Cane in End of Days contemplates suicide every Christmas because his wife and daughter were killed while doing his job.
George Bailey in It's a Wonderful Life: Every golden opportunity is frustrated by his self-imposed duties, until one Christmas Eve, when Potter seizes an opportunity to steal $8,000 from the Bailey Building & Loan, then threatens to charge George with the theft. He is saved by his guardian angel as he contemplates jumping off a bridge.
Ironically, he ends up jumping off the bridge anyway to save said guardian angel.
Also, at the film's climax, Warden Norton, realizing he could potentially spend the rest of his life in his own prison for illicit money-handling and ordering an inmate murdered, pulls a gun from his desk drawer and shoots himself.
In Spartacus, Gracchus and Crassus are mortal enemies in the Roman Senate. When Gracchus sees that Crassus has destroyed Spartacus's slave army, after having used it as a tool to destabilize Crassus's power base, he hires someone to free Spartacus's wife Varinia and then releases both her and her newborn son from slavery. To keep Crassus from striking back at him, he commits suicide, thereby securing the last laugh.
At the beginning of Timecop Max Walker confronts a time criminal messing with Wall Street during the black Thursday of '29. To keep the Big Bad from harming his family the criminal decides to take his own life instead and jumps out of a window. Max Walker follows and saves him by jumping back to his time period. He is then sentenced to death for his time meddling. Great, well, the execution is applied by sending him back to the point where he was saved, thus joining all the brokers who committed suicide during the great crash.
In The World's EndGary King tried to commit suicide some time before the events of the film due to disillusionment with how his life turned out to be.
In Tower Block, Jenny survives the sniper's initial assault but her young children are killed. Some time afterwards, she decides she can't go on, and deliberately walks into the sniper's line of fire.
Dead Poets Society: Neil realizes his father will never accept his vocation and shoots himself in the head.
Neil's "vocation" is acting. Back then, a lot of people assumed that men in the theater were gay. We're not sure whether Neil's father suspects his son might be gay, or just fears that dabbling in theater might turn him gay— or is just afraid of what people might think— he decides to send him to a military academy to straighten him out— and keep him away from show biz influences. We're left to draw our own conclusions about how much vocation, sexuality, and a bad relationship with his father— that his father would make assumptions without talking to him is pretty awful, but also standard for the time— played into his decision.
It should be noted that in-universe, the father's motivation is a time issue. The father wants his son to become a doctor in the future; if the son were to "waste" his time acting, that would detract from his doctor studies (and the father is heavily emotionally invested in his son becoming a doctor because he and his wife have made sacrifices to give the son what they think is his best future).
In Better Off Dead this was a major characteristic of one of the main characters, who attempts suicide multiple times in many different ways. He's never successful.
Airplane!!. Three people commit suicide rather than listen to Ted Striker's reminiscing.
In the 1978 Dawn of the Dead, Peter contemplates committing suicide but changes his mind as he rushes off to the helicopter to the sound of heroic music. So he can live a life in a world covered by zombies, yay. The original script had Peter kill himself but Executive Meddling called for a "happier" ending.
In the remake of the movie Michael gets bitten and, after getting the other survivors away on a boat, shoots himself.
The Harold Lloyd film Never Weaken revolves entirely around his multiple suicide attempts after being jilted. Since they all play out in Lloyd's typical "thrill comedy" style, and we know there's no way he'll actually succeed, it's okay to laugh.
This is played for laughs in the 1971 Hal Ashby film Harold and Maude, where the death-obsessed protagonist stages elaborate faux-suicides out of boredom.
Until his friend Maude really (and cheerfully) does it, saying 80 is the right age and she's lived a long, full life.
In Diary of the Dead Mary attempts to shoot herself in the head after she thinks she killed three people; they're zombies however. She misses her brain causing her to bleed to death while the other characters attempt to save her life. There is something so sad about a failed suicide too.
Mel Gibson plays a self-destructive cop in Lethal Weapon, distraught over the death of his wife. At one point Riggs nearly Ate His Gun, and tells Murtaugh that every morning when he wakes up he makes a decision whether to off himself or not.
The Happening: Plants start secreting chemicals which drive people to suicide.
28 Days Later. Appropriately enough, the Despair Event Horizon having been crossed long, long ago, only the promise of women seems to have pulled several of the soldiers away from this, particularly Jones. Many others prior to him had probably gone through with it, as the main character's parents had, preferring to die rather than flee from the infected or end up insane and slaughtering their loved ones.
Happens on several occasions in the movie Sunshine (2007), which takes place on a spaceship trying to avert the end of the world by re-igniting the Sun. Trey cuts his wrists when he makes an elementary mistake (forgetting to realign the heat shield) that causes the death of several crewmembers. The ship's psychiatrist Searle follows the example of the crew of Icarus II and fully opens the observation portal to the Sun, incinerating himself rather than facing a slow death from asphyxiation.
Though she doesn't actually carry it out, in Serenity, River is shown putting a gun to her head while in the middle of her absolute rock-bottom mental breakdown, complete with her begging Simon to put a bullet in her, because she is terrified of what the Operative will do to the rest of the crew to get to her.
River: Put a bullet to me... Bullet in the brainpan, squish.
It is implied that the Operative was Driven to Suicide after seeing the effects of the Pax.
The Operative: There is nothing left to see.
The entire plot of the 1996 film It's My Party is based on this very premise. Nick Stark, who is dying of AIDS, decides to throw himself a grand farewell party and invites all of his friends and family to say goodbye, as he intends to kill himself at the end of the party weekend by taking an overdose of pills.
In the 2007 remake of Halloween (2007), after Michael kills a nurse at the institution he's in after killing his older sister, her boyfriend, and his step-dad, his mom commits suicide by gunshot to the head.
Occurs in An Officer and a Gentleman when Sid Worley drops out of the Navy Aviator program to marry his pregnant girlfriend. After she reveals the pregnancy was faked and she only want to marry an airman, he hangs himself in a motel shower stall.
Shutter Island has a slight variation; at the end of the film, a "cured" Andrew Laeddis fakes relapsing into his delusion so that the doctors will lobotomize him. This is essentially a suicide without death, as it will destroy his memories and personality, and he chooses it over living with his guilt about the fate of his wife and children.
Towards the end of Sherlock Holmes Dr. Watson and Mary were getting ready to leave and Dr. Watson had to see Sherlock. He reassured Mary that Sherlock had no problem with him leaving to marry her. They entered Sherlock's room to see that he had hung himself. Dr. Watson knew that Sherlock would never kill himself and woke him up by poking him with his cane. It turns out that he was just testing out how Blackwood managed to survive being hung in the first place. He ended up getting stuck.
Bedazzled (1967) begins with Stanley, depressed over his miserable life, especially his inability to talk to the woman he loves, trying to hang himself - and failing at that too.
In the 2007 film Beowulf, the King in the story kills himself after Beowulf has succeed killing his bastard son made with a monster. Beowulf however is by some standards Too Dumb to Live, seeing what the King's fooling around did, but nonetheless strikes a bargain with the monster and makes her another baby. Being also too proud to kill himself, he dies in a redeemingHeroic Sacrifice.
At the end of Burnt By The Sun, Dmitri "Mitya" Arsentiev slits his wrists in the bathtub of his flat.
In Advise and Consent, Senator Brigham Anderson commits suicide just before the vote on the Secretary of State nomination. A rival senator tries to blackmail Anderson into changing his "no" vote by threatening to expose a past homosexual affair he had.
In Inception, after living through so many layers of dreams, Dom's wife Mal believed that reality was also a dream and jumped off a building to "kick" herself back to reality.
In Mary Poppins, after Mr. Banks is fired from his job and has disappeared, one of his domestic staff speculates he's thrown himself into the Thames. When he then reappears alive...
Mrs. Banks: Oh, George, you didn't jump into the river! How sensible of you!
Constable Jones:(on the phone) It's alright, sir; he's been found. (beat) No, alive.
In The Room, throughout the film, main character Johnny is cheated on by his fiancee with his best friend. Response? Throw a fit and eat a bullet.
The film version of The Fountainhead departs from the novel by having Gail Wynand blow his brains out at the end.
In Twelve and Holding, Jeff, one of the boys who accidentally killed Rudy, kills himself while in juvie.
Mannen som elsket Yngve (The Man who Loved Yngve). Jarle's sudden attack at a party, caused by internalised homophobia and the stress of being in love with two people at the same time, one of them secretly, combines with underlying mental health problems to send Yngve jumping off a bridge. He survives, but ends up in mental hospital.
Jordy in Mystery Team mentioned that he planned on working at the convenience store until this happened. The fact that he's still alive is his idea of happiness.
Amanda Krueger killed herself after seeing news reports of how the rape-conceived son she'd given up for adoption had been arrested for murdering children.
In A Murderer And His Child, the Villain Protagonist is an otherwise decent man who, once every 6 months or so, gets an irresistible urge to rape and murder a preteen girl. Then he marries a women who has a 9-year-old daughter. When he notices that he starts imagining killing that girl (who by then has completely opened up to him and would be an easy victim), he kills himself.
Battle Royale begins with Shuya's father hanging himself before the events of the movie, and doesn't let up any time soon. During the events of the BR program, many students kill themselves out of despair, fear, and to avoid murdering others; Kazuhiko and Sakura jump off a cliff together, Yoji and Yoshimi hang themselves with the former's rope, and Yuko throws herself from the lighthouse after accidentally poisoning Yuka (and, in extension, causing the rest of her friends to shoot each other out of the resulting paranoia). Averted with Shinji, who attempts a Taking You with Me attack at Kiriyama after he murders his friends.
The Michael Haneke film The Seventh Continent is a very realistic portrayal of suicide, and largely focuses on the emptiness of the central family's life.
Subverted and played straight with Colonel Maguire in Cube 2: Hypercube. The first time around he's saved in time by the group, but the second time he voluntarily chains himself to a wall so he can be killed by one of the traps, before swallowing the key.
In Master and Commander, the oldest midshipman Hollom is believed by the rest of the crew to be cursed with bringing all kinds of bad luck to the ship. After a series of events involving the crew's disrespect becoming clearer and clearer to him, Hollom picks up a small cannonball and jumps off the ship to drown.
In The Raid, Lieutenant Wahyu tries to shoot himself after shooting Tama, believing that there was no point to the operation after all and not wanting to be turned in to the police. Unfortunately for him, his revolver had run out of bullets.
In the Czech film The Shop On Main Street, after accidentally killing the elderly woman whose shop he'd been managing, the main character hanged himself.
In Thor, it appears that suicide by collapsing wormhole is Loki's response to the realisation that his father would never condone his actions, and indeed he is assumed dead by his family and the rest of Asgard. Subverted with precedent, however, in The Stinger, when he is shown to be alive and well and close to grabbing the Tessaract.
In The Avengers, Bruce reveals that they once tried to attempt suicide but the Hulk took control and "spat the bullet out"
Subverted with Selvig who had been mind-controlled by Loki for most of the film. When Natasha found him after he was back to normal, he was looking over the edge of Stark Tower as if he wanted to jump, to which she quickly tried to talk him down. But it turned out he wasn't looking at the ground but at Loki's scepter a few floors down which was the key to closing the alien portal.
Desert Heat only exists because Eddie Lomax wants to commit suicide but feels he needs the permission of an old friend first.
In La Piel Que Habito (The Skin I Live In) Dr. Robert's first wife, upon seeing her disfigured face for the first time, takes a flying leap off her balcony... right before their daughter's eyes. The incident traumatized the latter severely, and just when she seems to get well enough to socialize in public again, Vicente's attempteddate rape completely broke her and she soon follows in her mother's footsteps. Later on, Vera (more woman than man now) tries to kill herself by slicing her throat open with a knife, which is why the mansion's staff is forbidden from handing her any edged or bladed items. In present time, Vera half-heartedly attempts it again by using the paper from her books to cut herself, but as Robert states, if she had really meant it, she would have cut her throat instead of her chest.
The Danish film Festen (The Celebration) centres on a family reunion in the aftermath of eldest daughter Linda's suicide, and the Awful Truth behind the act which comes to light during the proceedings.
Towards the end of Return of the Living Dead, Frank, a genuinely nice guy who doesn't want to hurt anybody, has become a zombie and must now sustain himself with live brains. When Freddy reanimates, Frank runs out of the chapel and, the next time we see him, immolates himself in the retort.
In The Dark Knight Rises, this is taken literally with Talia al Ghul, who crashes an armored truck and sustains mortal injuries in the process just to seal Gotham's fate (not that it ultimately works).
A judge early on in The Star Chamber shoots himself in the restroom after a banquet in his honor, presumably out of guilt over his involvement with the titular secret vigilante court of judges who condemn murderers who got Off on a Technicality to death via hitman.
In The Housemaid, Eun-yi is driven to suicide, hanging herself and then setting herself on fire in protest of the family poisoning her and forcing her to get an abortion.
Downfall, set in the last days of the fighting in Berlin at the close of World War II, is essentially Driven to Suicide: The Movie, as scores of German soldiers and civilians (Adolf Hitler being naturally in their number) either horrified at the prospects of Red Army brutality or unable to accept yet another loss like the previous war commit suicide by gun, cyanide pill and grenade.
In Robocop2, two of Murphy's would-be replacements commit suicide because they couldn't bear to live as cyborgs.
Sarah Packard in The Hustler kills herself after she's been rejected by Eddie Felson and shamed into sleeping with Manipulative Bastard Bert Gordon all in a few hours.
Patchi from Walking with Dinosaurs: The Movie goes into a Heroic BSOD after he loses his fight with Scowler and gets kicked out of the herd. He was still pinned under the tree, and when scavengers come to eat him, Patchi lets them attack, believing he was foolish to win Juniper back and confront Scowler. Alex has to tell him to not die in vain...and if he was going to die, he could die fighting for something worth fighting for.
In The Double, James drives both Hannah and Simon to suicide. The former is interrupted by the latter, and in his case, the whole suicide is really a ploy to kill James, and he doesn't intend to die himself. He did come genuinely close a couple of times, though.