"Nobody stays dead except Bucky, Uncle Ben, and Jason Todd." Since that saying was coined, both Bucky and Jason Todd have found themselves resurrected. But Uncle Ben has dutifully remained dead, to the point that when a Ben from an alternate universe found his way into the regular Marvel Universe, he ended up dying by the end of the story himself.
For this reason, all the below must come with the caveat "at time of writing."
Played with in ''The All-New Atom'' where, searching for Ray Palmer, the heroes find themselves in what appears to be heaven and are greeted by the spirit of former Blue Beetle Ted Kord. Ted lampshades the uneven reversibility of comics death, lamenting that he and Batman's parents are the "only people with a permanent parking spot" in the afterlife. (It turns out not really to be heaven, in fact, and not really to be Ted, but the dude (five years dead now and counting!) has a point.)
In Archie Comics' Sonic the Hedgehog the Doctor Robotnik of Sonic's universe was killed off in the 50th issue, and eventually replaced with one from a parallel world.
Sarah Essen-Gordon, Commissioner Gordon's second wife, has, remarkably, remained dead ever since being murdered by The Joker in Batman: No Man's Land. At least so far.
When Lord Snooty the Third appeared in The Beano in 2008 it was heavily implied that the older Lord Snooty (an older Beano character dating back to the 1930s but last appeared in 2005) had been killed off for real. The older Lord Snooty had previously been dropped from the comic and reappeared a number of times before 2008 when his death was revealed.
In Dreamkeepers, Paige is killed off by a nightmare looking for the main character, Mace (who is then blamed for it). The room is completely covered in gore when he finds her. The creators have explicitly said that no character would come back from the dead.
Peter David, in his book, Writing for Comics, said that the best way to have a character killed is in a very deliberate, human way. His example: In Fallen Angel, a key character was shot six times in the head and then kicked off a building. He got letters asking if that character was really dead. If he'd been magicked off into a dark dimension, he'd be back to life. No questions asked.
About one fourth of Fallen Angel's cast has been killed throughout the duration of the series. To wit: Shadow Boxer, Dr. Juris, Slate, Malachi, Wilde & Moloch/Jubal have all kicked the bucket.
Barry Allen had a long and prestigious run on this list (for a popular comic book character), in part because he was given a really good death, reversing that death would have undone the heroes efforts to save the universe, and fans eventually embraced his successor Wally West even if they still wanted Barry back. But 23 years and two mega-crises later, Barry has finally subverted this trope though it looks like he may be skirting the Came Back Wrong trope for a while.
Several of the G.I. Joes have been Killed Off for Real over the years. And not just ones created for the comic book, like Mangler. Those with actual figures. The most notably would probably be Lady Jaye, who was killed by Dela Eden, member of the Red Shadows.
In the Hellboy miniseries, the Fury, Hellboy meets his end when Nimue pierces his chest and tears his heart out, resulting in his death. Mignola has stated he intended to kill Hellboy off for a long time, and that he has no plans to bring him back to life anytime soon. This does not mean Hellboy is gone - it is said the series will continue, although the difference is we will see Hellboy acting within his new home: Hell.
Most of the cast of Garth Ennis' Hitman series, including the titular character himself, "Hitman" Tommy Monaghan, die by the end of the 60-issue run, and since that was one of Ennis' babies, it seems doubtful anyone will ever be allowed to resurrect them. In fact, compared with the rest of the DC universe, Hitman's Gotham seems almost like some kind of parallel universe where death actually means something.
The Legion of Super-Heroes are somewhat known for this, dating all the way back to the Silver Age when death in comics was still a very rare thing. Their Loads and Loads of Characters and relatively self-contained universe make it easier to manage the occasional permanent death...though they're also rebooted often enough that even if a character is really-truly-we-mean-it dead in one continuity, they're likely to get another chance in the next.
Fireball, one of the New Crusaders, had been killed by a supervillain dubbed the Eraser.
In Neil Gaiman's The Sandman the main character, Morpheus, dies. Although a successor is raised/created who looks and acts a lot like Morpheus, it is explicitly stated that while this person is Dream, he is not Morpheus. In fact, though occasionally we see ghosts and spirits, everyone who actually dies in Sandman stays dead, courtesy of Dream's older sister.
The Sentry, Marvel's Superman Expy with more power and psychological problems than is good for him was killed after his human identity begged a supercharged Thor to kill him before the Void regained control. Considering how much crap the guy has gone through over the years, it's hard not to feel sorry for him. Thor dropped him into the Sun, but he can resurrect himself at will, so it's doubtful if it will stick. It did, but he was brought back as a Horseman of Death by the Apocalypse Twins. No word on whether the Void's back as well.
Sin City characters always stay dead but since the series is in Anachronic Order, readers can still expect to see them again. For instance, Marv died in the very first story, but has popped up many times throughout the series.
From the Spider-Man continuity, former Daily Bugle reporter Ned Leeds is definitely dead. The Hobgoblin, who wanted to retire, brainwashed him into thinking he was the Hobgoblin, and he was killed by assassins who thought so, too. The guy who had him killed, Jason Macendale, is also definitely dead. He took over the Hobgoblin identity, made a complete hash of it, and ended up being reduced to a smoking skeleton in his jail cell by the genuine article.
If you don't count her clone or her lookalike daughter, Gwen Stacy is, miraculously, still dead.
In the main Marvel timeline. Gwen is alive in a number of other timelines, most notably the Ultimate one. Also, a lot of people saw Peter Parker's later love-interest Carlie Cooper as a Gwen Stacy expy, especially after Joe Quesada admitted that he had to be talked out of bringing Gwen back during One More Day.
In a move that surprised those who were still reading it, Master Splinter was killed off from old age in Volume 4 of the Mirage Teenage Mutant Ninja Turtles comic—perhaps the highest point in that volume of the series. The Shredder and Baxter Stockman—unquestionably the franchise's most prominent antagonists—are also dead.
Peter Parker in Ultimate Spider-Man is definitely dead. The final arc is even called "The Death of Spider-Man". There's even a variant cover that has Uncle Ben's spirit walking with the (spirit) Peter telling him he "did good". The series was rebooted and now focuses on another young man, Miles Morales, trying to live up to Peter's heroic standard. Ironically, Spider-Man seems to have gained far more respect and love in death than he ever did in life.
As of the start of the series, The Horror is dead, and will stay dead for the time being. While it hasn't be stated how he died, the only thing that reminds us he's dead is the statue that is (or was, as of the end of Apocalypse Suite) on the garden outside the mansion. The preview story, however, shows him alive and well, fighting alongside his siblings.
In Witch Blade quite a few characters have been killed off for real: Tora No Shi, Kenneth Irons, Jake McCarthy, Julie Pezzini, The Curator/The Survivor, Katarina Godliffe.
Wolverine, one of the most popular characters in the Marvel Universe, got killed off in X-Men Forever. All that remained was a metal skeleton, and to further prove that he's dead, he was connected to Jean Grey at the time. It's worth noting, though, that this whole series is essentially a What If?.
Zenith (2000AD series): Apart from Lux and Spook, who faked their own deaths (unintentionally, in the case of Spook), Dr. Beat/Warhead (alive in name only) and the conflict in the final phase (all of which took place inside the cosmos-mimicing entity Chimera) all of the many character and background deaths in the series were for real.
Kobra, a longtime Big Bad in The DCU, seems to have been Killed Off For Real (having your heart ripped clean out of your chest by Black Adam will do that). However, since his minions recently resurrected his brother (who was killed off waaaaaaay back in 1978) to become the new head of their Religion of Evil, all bets are off.
Marvel's Captain Marvel (Mar-Vell), Captain Marvel (Genis-Vell), Scarlet Spider (Ben Reilly), Banshee (Sean Cassidy), Thunderbird (John Proudstar), Mastermind (Jason Wyngarde), Unus (Angelo Unuscione), Abomination (Emil Blonsky), Baron Heinrich Zemo, George Stacy, Synch (Everett Thomas), Destiny (Irene Adler), Hornet (Eddie McDonough), Goliath (Bill Foster), Iron Monger (Obadiah Stane), Jean DeWolff, Karen Page, Lilandra Neramani, Microbe (Zachary Smith Jr.), Pyro (St. John Allerdyce), Robert Kelly, Moira MacTaggert, and Kayla Silverfox are all, at the moment, very much dead, among others… although Banshee has been brought back as a Horseman of Death by the Apocalypse Twins.