Clash of the Elements: In Part 1, All the Outer Guardians Minus Driad, the Genesis Samurais (Physically anyways, and Joe Dark
In Movie 1, Tabuu
In Part 2, All of Smithy's creations minus Axem Red, Smithy himself, Dimentio, Cackletta, Chaos Alex, and Alex Whiter
In the What-Ifs, Not counting the millions of people that are erased in the cataclysmic events that unfold we got Alex Whiter and Joe Dark/Dark King in Demise Under the Stars and Alex Whiter, Tabuu and Cackletta in Return to a Blank Slate
In Despair's Last Resort, Kaito, Naomi, Shigeru, Shizuka, Miyako, and Saemi are confirmed to be dead forever due to the damage caused during their deaths in the simulation.
In Perfection Is Overrated, the death toll includes all of the SUEs, Kyoko, Ishigami, Yukariko, Miyu, Nagi, The Usurper and The Obsidian Lord. Unlike in canon, anyone who dies here stays dead, as a result of Miyu's destruction late in the fic.
20XX and 20XXI: Youmu, Cirno, Daiyousei, Remilia, Wriggle, Reisin, Shinki, Alice, Marisa, Sanae, Suwako, Flandre, and Eirin.
20XXII: Yuugi, Keine, and Ran's babies are revealed to have passed away and Aya dies some time during.
20XXIII: Meiling and Patchouli, along with Seija in a Karmic Death
20XXIV: Sakuya, Ran's babies (save Yume Ni and An). As of chapter 50 in Gensokyo 20XXIV, some of those characters were brought back from the dead, through Yukari bending some of the borders of time to bring some of them to the future.
20XXV: Koishi, Satori, Yume Ni, An (being revealed to be Dead All Along), and, apparently, as of chapter 109, Ren. Along that line, it is implied that Yuuka has passed away.