Gandalf the Grey gets this in the Mines of Moria, facing off against the Balrog in the trope-namingYou Shall Not Pass moment, falling down thousands of feet while battling the creature in midair, lands in a giant underground lake, gradually fights the Balrog up the Endless Stair to the top of Mt. Celebdil, finishes the beast off, and finally passes out from his wounds. He does come back later as Gandalf the White, sort of offsetting this trope. Oh, yeah, the battle, from the confrontation at the bridge to both Gandalf and the Balrog dying lasted Eight days.
Also, Boromir, protecting Merry and Pippin until he is overwhelmed by orcs. It happens "off-screen" in the books, but shown in all its poignant awesomeness in the movie. In retrospect, being portrayed by Sean Bean increases both your chances of death and of it being an awesome death —he's had a LOT of practice doing both.
The Spartans in the battle of Thermopylae, as dramatized in 300. Notably, one of Leonidas's final actions is to hurl a spear at Xerxes, the Persian "God-King", nicking Xerxes's cheek and proving his claim that "even a God-King can bleed."
Here's the perspective: It's the final battle of the movie as all remaining human forces on Earth are mounting one last assault upon the no-longer-shielded alien ships. By the end of the battle, all missiles of the flight of F-18s fighting over Area 51 have been fired, and they barely made a dent against the ship. The ship is preparing to use its Wave Motion Gun on Area 51, wherein lie a huge amount of civilian refugees from the decimated West Coast. Casse has the last missile in the entire flight of jets, and just when the time comes for him to disable the gun using it, he finds it's jammed. So Casse then opts to fly the damn missile RIGHT INTO THE GUN ITSELF.
Also: "In the words of my generation: Up. Youuuuuuuurs!!"
Jack Sparrow: "'Ello beastie." Sure, Jack didn't stay dead, but it still counts. Best part being that he'd just gotten halfway through the process of saving himself anyways, and simply ran out of time; he'd only bought himself the ability to look his death in the face and charge.
Also James Norrington in the next movie: When asked by Davy Jones if he's afraid of death—prelude to offering Norrington life in exchange for service to Jones—Norrington stabs the monster straight through where the heart should be, and dies.
Davy Jones: I take that as a "no."
Becket's death could be viewed as this. He calmly turns and walks down the stairs (as they are exploding behind him), casually trailing his hand along the railing, before coming to a stop, looking at the camera and accepting death. Most seem to see this as Becket being in denial over what has happened and is happening.
Jones perishes in the middle of a massive whirpool battle while doing a Kick the Dog all round.
George Kirk's death at the beginning of Star Trek.
Christopher Pike: Your father was captain of a starship for 12 minutes. He saved 800 lives, including your mother's...and yours. I dare you to do better.
The sequel has Kirk switch places with Spock in saving the crew by going into the warp core in order to get it working again. What's awesome is that Scotty said the radiation would kill him before he could make the climb; not only did Kirk make the climb, but he kept on going until the damn thing was fixed. And then had enough steam to crawl back to the door again. It may have copied Spock's death in Wrath of Khan, and it may not have lasted, but every fan can agree that Kirk finally got a death worthy of him.
Spock's death in Wrath of Khan. The Enterprise has disabled the Reliant commanded by Kirk's nemesis, Khan within the Mutara Nebula. Khan activates the Genesis Device he stole which will consume everything around it at the speed of light, and the warp engines are offline. Spock leaves the bridge, heads down to main engineering and opens up the warp core while it's still in operation. He then realigns the dilithium crystals by hand while enduring a column of face-melting warp plasma erupting from the open reactor.
Khan's own death was nothing to sneeze at either. Even after being horribly injured, with his ship inoperable and his entire crew dead, he still managed to activate the Genesis device in a last-ditch effort to destroy theEnterprise. Granted, it didn't work, for reasons explained above, but his utter, maniacal defiance in the face of total defeat was undeniably Bad Ass.
Hollis Mason's death from the film version of Watchmen, which was cut from the theatrical release.
From Neil Marshall's Dog Soldiers, as one of the soldiers is staring a werewolf in the face, about to be eaten.
"I hope I give you the shits, you fuckin' wimp."
It gets even better than that line; Spoon (the soldier) is attacked by the werewolf, and he fights back. Starting with kicking the werewolf in the face, and ending with bashing it with kitchen utensils. The only reason he loses is because another werewolf shows up and blindsides him.
There's also Joe's death: with the other soldiers providing a distraction, he runs into a nearby shed and hotwires a car so they can escape. However, as he pulls up to the house, he realizes there's a werewolf sitting behind him. Rather than panic or try to escape, he grabs a knife and screams in its face while futilely trying to stab it.
"I'll fucking have you!"
Sarge, having realized that he's been infected by his earlier werewolf-given wounds, decides to go down fighting rather than become one himself. And at the end of the final siege sequence, he forces Cooper to safety in the basement, then triggers a gas explosion to destroy the house, killing himself and most of the werewolf pack.
In Inglourious Basterds "The Bear Jew" is summoned to kill a German officer who refuses to be spared if he marks on a map the German positions. the soldier simply says "I respectfully refuse, sir". "The Bear Jew" is then summoned after the officer has been told that The Bear Jew beats German heads in with a baseball bat, a painful death for sure. The soldier sits expressionless and motionless as The Bear Jew approaches. knowing his fate, the officer's last word is a great example of the trope. The Bear Jew points out the officers badge and asks what it is for which the officer replies "Bravery" before his head is batted in.
In ROTJ, during the Battle of Endor, Green Leader aka Arvel Crynyd's fighter gets shot down. As his ship begins to break apart, the pilot manages to crash it clean through the bridge of the Executor, causing it to lose all control and smash into the Death Star. Not only that, but according to Expanded Universe, after the battle there was an award named after the pilot called the Crynyd Award, given for conspicuous bravery in space combat. The Rebels also named a captured Star Destroyer after the guy.
Private Hudson from Aliens. Spends a good chunk of the ordeal acting like a whiny, fatalistic wanker, but when the aliens finally lay siege to the heroes stronghold, he stands his ground and continues to gun down their attackers even while they drag him to his death.
Also, Vasquez and Gorman. Vazquez is Badass from the get-go, but Gorman has spent most of the movie as The Neidermeyer. When Vazquez is wounded by the aliens, she empties her pistol at them to buy time for the others to get away. Then Gorman crawls back to her. Cut off from escape, Gorman pulls the pin on their last grenade, and they go out together, taking several of the aliens with them.
You always were an asshole, Gorman.
Dillon from Alien³. The Xenormorphs have so far annhilated everyone in their path: engineers, colonists, space marines, Predators, without breaking a sweat. The climax of the film sees Dillon, Ripley and the xenomorph trapped together in a lead mould, but when the humans start to climb out, the xenomorph follows them. So what does Dillon do? He stays in the mould, takes off his glasses, and buys Ripley time to get out. Not just a sacrifice, though... they have a knock-down drag-out fight that lasts an uncomfortably long time, complete with the sounds of punches landing and flesh ripping, and Dillon's smacktalk.
COME ON, YOU MOTHERFUCKER! WHAT, IS THAT ALL YOU GOT?! COME ON!! FIGHT ME!! COME ON!!
Fallon's death in Piranha 3D. He manages to kill more piranha in one scene than the cast has managed in every previous one, by use of an outboard motor. "Chew on this, motherfuckers!"
What makes it even better is that, even as he's being eaten alive, his only thought is to yell at people to get to safety on the shore.
V himself from V for Vendetta, as he takes no less than a bajillion bullets from a group of about 20 bad guys, and then kills them all with his daggers before they can reload. Even better, he announces exactly what he plans to do before he does it. The Big Bad is forced to helplessly watch while being justly subdued himself.
Beneath this mask there is an idea, Mr. Creedy. And ideas are bulletproof.
And he isn't done yet. While he is dying, he manages to get back to his explosive - loaded train, confess to Evey that he fell in love with her, died, and went on the one of the most epic funerals ever. To wit, he is cremated by an entire train full of explosives as it hits the Parliament and the entire building goes up in a show of fireworks, all to the tune of Tchaikovsky's 1812 overture in front of practically all London. In respect they all show up wearing his signature Guy Fawkes mask and take it off as the sparks fly.
“I’ll surrender, you mutant son-of-a-bitch. Five… four…”
Seso the knife thrower in Prince of Persia: The Sands of Time bravely battles the evil Hassassin knife thrower in order to get the Dagger back, resulting in an epic knife fight. Seso kills his opponent, only to look down and see that he had been struck in the chest by three knives. In his final moment, he grabs the dagger and tosses it out the window of the tower, falling several stories and impaling itself in the wood right next to where Dastan, Amar, and Tamina were waiting for it.
Amar: Did I mention he was the best?
"MADE IT, MA! TOP OF THE WORLD!" - White Heat, James Cagney. His character, Cody Jarrett, is atop a large fuel storage tank and is shot by a police sniper twice. His response is to giggle, shoot the pipes around him, shout the line while the police scurry to safety, and BOOM! Iconic film scene.
Burt's death in Cabin Fever. Last words: "Good night, fucker..."
Donnie Darko, so much so he's laughing his ass off as the jet engine bears down on him.
Tony Montana's death in Scarface (1983), with him being completely high on cocaine and taking out a couple of dozen of Sosa's gang members whilst being shot by what seems to be an armory's worth of bullets. "Say hello to my little friend" indeed.
The 2010 Clash of the Titans has Draco performing a Heroic Sacrifice, in order to distract and pin down Medusa so that Perseus can kill her. His Last Words? "Let them know men did this." And then he smiles as Medusa turns him to stone.
In Gladiator, Maximus endures a fatal knife wound long enough to defeat the corrupt Emperor Commodus in combat once and for all.
Nameless, from Zhang Yimou's Hero. After fighting through incredible odds, our protagonist faces the Emperor himself, only to be convinced of the ruler's righteousness. The court convinces the Emperor that nonetheless, Nameless must be executed, and he quietly stands at the palace gates facing thousands of arrows shot his way. His death is not shown, but afterwards the wall is thick with thousands of arrows crowded in against each other except for a single human-shaped bare patch.
"He was executed as a traitor... and buried as a hero"
Made all the more poignant knowing that Nameless could block the arrows if he wished (we saw him do as much earlier in the movie.)
Also, Broken Sword. Calmly letting the Broken Bird you love run you through with her sword certainly qualifies.
The grandmother from Dante's Peak, who voluntarily waded through a lake of acid to haul her trapped family's boat safely to shore. Stupid premise but, damn, even a volcano can't mess with granny!
Double Team: Mickey Rourke's character, standing on a mine that will explode once stepped off, a ferocious tiger approaching him, inside a coliseum filled with mines. What does he do? Step off the mine the second the tiger lunges at him and send the entire coliseum up in flames. It's going out with a bang taken Up to Eleven.
Godzilla, the King of the Monsters himself, gets a pretty awesome one in Godzilla vs. Destoroyah, which one can argue is happening THROUGHOUT THE ENTIRE MOVIE as he's in the process of ripping himself apart due to his powers going out of control. Yet he still manages to fight off the military, several mini-Destoroyahs, reunite with his son in Tokyo, then essentially beat Destoroyah more or less to death (even if the Super X-III did technically get in a hit that froze the bastard and cause him to shatter), and withstood massive amounts of freezer weapons- and was in fact burning through most of it, and postuhumously resurrected his dead son by the film's end!
Optimus Prime's continuous deaths in every Transformers continuity begins in 1986 during the G1 continuity, with his greatest moment being in Transformers: The Movie, in which after landing on Earth as the Decepticons are laying seige to Autobot City, he utters eight words that sets up what is going to be his most epic outing in Generation One.
Optimus: "Megatron must be stopped. No matter the cost."
At which point The Touch begins playing, and Prime plows through three or four Decepticons and comes under fire from a host of others. He launches himself into the air and takes them all out with his rifle, and then confronts Megatron, leading to another of his classic lines, as well as a classic exchange with Megs himself.
Megatron: "Prime!" Optimus:"One shall stand, one shall fall." Megatron: "Why throw away your life so recklessly?" Optimus: "That's a question you should ask yourself, Megatron."
Cue Prime and Megatron having a knock-down drag-out fight where they're throwing everything they have into it because they know it's their final confrontation no matter what. One way or another, this is it. Prime wins, and dies shortly afterwards, and in defeating Megatron, repels the entire Decepticon invasion of Autobot City.
Humorously subverted by one of the characters in Anacondas: Trail of Blood. The giant snake is bearing down on him and bullets won't stop it, so he pulls the pins out of two grenades and screams, expecting the snake to swallow him and explode....but it just slithers away instead, leaving him to explode by himself.
In Transformers: Dark of the Moon, Wheelie and Brains infiltrate a Decepticon ship during the battle of Chicago and sabotage it, causing it to crash (saving the lives of Bumblebee and other Autobot prisoners in the process). It isn't confirmed if they die, but they don't show up again after that, so...
The novel has them swimming away from the wreck. Also, Skids & Mudflap go out in style against Sentinel Prime in the novelization, the former giving his life to save Bumblebee and the latter charging the villain in a rage and trying to beat him to death, giving the others time to escape, and continuing to attack the Big Bad Bot even as he's disintegrating.
In Starship Troopers during the final stand, after Watkins is gravely injured by a bug, he takes the ticking nuke in his hand and fights off the oncoming swarm of bugs with a single rifle, firing with one hand, as Rico, Carmen, and Ace escape, all the while shouting "YOU WANT MORE!" as the nuke ticks faster and faster and finally explodes, taking him and the rest of the bugs in the cave with him. Also qualifies as a Heroic Sacrifice.
And Theme Music Power-Up since he is able to stop the bugs with short bursts (unlike everyone else in the film who had to expend full magazines before one bug even started to go down) while the epic score by Basil Poledouris plays him away.
And then there's the eponymous character of Kill Bill, who after receiving the Five-Point Palm Exploding Heart Technique at the hands of the Bride, takes six steps rather than the five that most people take before dying to the technique.
Daniel Dravot in The Man Who Would Be King. After his loyal subjects discover that he's not a god or a devil, but only a man, he and his best friend Peachy are overwhelmed by an angry mob. Faced with certain death, he asks for Peachy's forgiveness, then sets his crown upon his head and walks proudly to his doom, singing The Son of God goes forth to war and yelling mocking encouragement to his executioners.
And immediately previous to this, Billy Fish. Upon being offered a chance to flee on a donkey (the mob wants Dravot and Carnehan, not Billy), he responds, "Gurkha foot soldier, not cavalry! Rifleman Majendra Bahadur Gurung wishing you many good lucks!" and charges into the crowd with his kukri, where he takes out one or two men before dying horribly.
In Battle: Los Angeles, Lieutenant Martinez is badly injured during the highway battle, and the aliens are moving in for their kill with their gun walker. Their attempt to set some C4 as a trap has been ruined by the gun walker's indiscriminate fire, which has destroyed the radio detonator. Martinez then has all of the remaining C4 piled next to him, and when the gun walker gets close to him, he triggers the manual detonator and destroys the walker, taking himself with it.
William Wallace in Braveheart. Having gotten captured by the English, he refuses to swear allegiance to King Edward, and is sentenced to death. As gets tortured throughout a public display, he stays silent until the end, when the executioner grants him the opportunity to speak. Rather than saying "Mercy", Wallace defiantly yells "FREEDOOOOOOOOOOOOOOM!", and he gets beheaded.
Upon seemingly dying, S.H.I.E.L.D. Agent Phil Coulson in The Avengers not only manages to harm Loki with a BFG, but he also gives a defiant "The Reason You Suck" Speech to the demigod, telling Loki that his plans will fail. On top of that, he suggests to Nick Fury that he's fine with his fate, as it'll give the Avengers — specifically Iron Man and Captain America — that added push to finally work as a cohesive team.
Slightly related, Captain America: The First Avenger gets his own subversion: during his training, a grenade is thrown into the middle the group. Everyone else runs away, but Steve dives onto it, thinking its real (and looking like he fully expected to be blown to smithereens)... only to find out it was not a real grenade.
Pitch Black: Paris. He drinks some wine, then breathes on his lighter to make it flare up, as one last "fuck you" to the creatures before they tear him apart.
The unnamed Furyan Necromonger in The Chronicles of Riddick. His last order from the Grand Marshall is to deliver a message to Riddick: 'Stay out of the Necromonger's way, and they will allow you to live'. He finds Riddick on planet Crematoria, sheltering inside a bunker from the intense heat of the sun, and delivers the message. Then he tells Riddick, from one Furyan to another, that he hopes Riddick will ignore the message and continue to fight against the Grand Marshall, and calmly strolls out of the bunker to be incinerated by the Crematorian sun.
They Live ends with a Dying Moment that changes the world. Nada has finally located the machine which sends a signal that prevents the human race from seeing aliens that have assimilated society. In doing so, Nada finds himself on a rooftop, with guns aimed at him by cops in a helicopter, as well as Holly, a former ally fresh off a Face–Heel Turn. Nada's choice? "Fuck it." He shoots and kills Holly, then fires at the machine, destroying it. Nada is shot dead in the process, and his last act before succumbing to his wounds is to give the helicopter the finger. And with that, humans discover every last alien in their midst.
Escape Plan: Breslin, Rottmeyer, and Javen manage to slip away during a riot and attempt to reach an exit to the outside of the prison. Before they get too far, Javen gets mortally shot by a guard. He then makes the others leave him behind with their guns, deciding to hold off the guards so the others have a chance at escape. He then proceeds to not only kill several guards, but takes an insane amount to bullets to the chest before going down. And even then, bleeding to death with Hobbes about to finish him off, he merely says "God is Great" in Arabic.
Dr. Strangelove: The famous "Riding the Bomb" sequence. To elaborate, the plane under the command of Major Kong has been crippled by a missile. Running out of fuel, the crew aims for one attack on a single sight. However, the bomb bay doors won't open so Major Kong jumps onto on of the bombs, and manages to fix the wiring and get the doors open. But when the bomb falls, he's still on top of it because he didn't have enough time to get clear. Kong, making the most of his last moments, rides it all the way down to the ground like a buckin' brono, whoopin' an holleran' the entire time. Sadly, he just ended the world.
Robert, in Red Dawn (1984), is standing off against two armored helicopters, each fully capable of taking out an armored column...and manages to damage one of them enough to drive it off. His last act is to stand out in the open, proud and defiant, engaging the other helicopter with his AK-47...against heavy machine guns, and go down yelling his battle cry.
Pacific Rim: During the last ditch assault on the Breach, Striker Eureka is crippled, and left unable to release its nuclear payload. Pentecost and Chuck decide to detonate it anyway, both killing the remaining Kaiju (and themselves) and giving Gipsy Danger a chance to finish the mission.
In Kingsman: The Secret Service, Harry's death has him, though not by his own control, slaughter through a bunch of a Westboro-like church goers with minimal injuries. He then walks outside, has a friendly chat with Valentine, and faces his death like a true gentleman. But teasers for Kingsman: The Golden Circle hint it might not have stuck.
Also, during the Final Battle, Valkyrie and the rest of the Vuvalini take down a good number of War Boys despite their modest numbers and dated weaponry. Unfortunately, pretty much none of them survive to celebrate that fact.
Morsov, the Mauve Shirt defending the Rig in the first battle sequence. Well, just watch this. War Boys in general aim for this, seeing as they're all dying from diseases and they'll get into Valhalla if they die doing something awesome.
In WarCraft, Medivh, freed of his Demonic Possession, but crushed by his own golem, uses his last strengths to change Portal's destination from Draenor to Stormwind, allowing humans, trapped next to it by the orcs, to escape.