In American Horror Story: Coven, where several characters (most notably Misty Day) have resurrection powers, it's established that the only way to ensure that someone won't be brought back is to obliterate the body, such as cremation, acid, or digestion.
Babylon 5 had a particularly daring example: At the end of the fourth season, the ranger Marcus Cole gave his life to save his (unrequited) love, Commander Susan Ivanova, from certain death. J. Michael Straczynski, the writer, has commented that he would have resolved that differently, had he known he was going to get a fifth season after all, and that Claudia Christian (Ivanova's actor) was going to refuse to come back for another year.
The new Battlestar Galactica has the resurrection-capable Cylons finally start Dying Off For Real towards the end of the series after their resurrection equipment gets Blown Up For Real. It wasn't afraid to kill off characters from the very beginning, either. Fortunately, it had Loads and Loads of Characters, so the deaths of Socinus, Crashdown, Elosha, Cain, Fisk, Gina, Billy, Maya, Kat, Cally, D'Anna, Dualla, Laird, Zarek, Gaeta, Natalie, and in the finale, all the Fours, all the Fives, Racetrack, Skulls, Roslin, Cavil, Boomer, Tory and Anders still left enough cast members to put on a show. Technically speaking, EVERYONE dies seeing as how the last scene takes place 150,000 years in the future.
Bones: There were many, many times where various characters in the show were shot or otherwise seriously/critically injured in some way, but ultimately pulled through where in real life they probably would have died. Still, that didn't stop the show from claiming a few victims anyway:
Vincent Nigel-Murray, one of Brennan's rotating interns, was shot by a sniper who was trying to target Booth, in the aptly-named Season 6 penultimate episode "The Hole in the Heart".
Lance Sweets, a main character since mid-Season 3, was beaten, left for dead, and succumbed to his wounds with Booth and Brennan at his side in a completely unexpected, out-of-nowhere fashion in the Season 10 premiere, "The Conspiracy of the Corpse."
Joyce Summers, unlike most deaths on the show, it didn't involve supernatural activity or foul play in the least - she died of cancer. This, of course, was important to the plot of the fifth season, and while many saw symbolism in it (like the physical manifestation of not being able to take care of Buffy, or a form of mortality that Buffy will not soon face) Joss Whedon claimed it was nothing more than cancer, saying he had originally planned to kill of Joyce as early as the third season. In any event, she was mourned by nearly every regular on the show, even amoral characters like Spike and Anya.
After Simone becomes a Slaypire, Buffy graphically stakes her with the Scythe. She will not be missed.
Wishverse!Buffy was killed by the Master, leading to questions on a Wishverse!Kendra, or *shudder* Wishverse!Faith.
In the final episode of Captain Power and the Soldiers of the Future, Jennifer dies when the Power Base self-destructs. Even though there was a fairly blatant angle for her to come Back from the Dead (The very last thing we see of her is Blastarr aiming his digitizer — a device which can save humans to disc for archival — at her), the Word of God is that not only did she die, but she already had massive internal injuries from the preceding scene that would have killed her even if she hadn't been blown up. Had the series been renewed, much of the following season would have dealt with Captain Power's failure to cope with her death.
Prue Halliwell in Charmed. Although all of the sisters at one point have died and been brought back, Prue dies permanently in the end of season 3 and was never seen again. Her actress, Shannen Doherty, left the show and had a contract that prevents the creators from using her image. This was explained in-universe as "just meant to be" and seeing her prevents her sisters from moving on.
Doctor Who frequently kills off the weekly one shots, with some episodes ending with a near-enough Kill 'em All situation, usually save for the Doctor (but not always) and his companion(s). However, the show also occasionally kills off a more long-standing character for real, one example including Adric.
This was originally intended for the Daleks in The Evil of the Daleks, but their immense popularity eventually made a comeback inevitable. They've developed a very bad case of Joker Immunity since then.
This is partly because they have just caused the mother of all paradoxes by jumping off the roof, causing the events of the episode not to have happened. Trying to make another paradox, even a small one, could rip a space/time hole in New York.
Also, it's just the Doctor who can't go and see them. River can visit them any time she wants.
Earth: Final Conflict manages to kill off a good number of main and supporting characters over its 5 seasons. First of all, there's the Season 1 protagonist William Boone, disintegrated by Zo'or in the season finale. He is brought back for two episodes in Season 5... and is Killed Off Screen, whose death is briefly mentioned and forgotten in the Grand Finale. Boone's pilot and partner Lili Marquette gets Put On The Bus, only to come back for a two-parter and then leave again. In Season 5, it's implied that she's dead. Jonathan Doors, the leader of La Résistance, is killed by his son's crapshoot AI, only to come back as a digital consciousness that dooms the Taelon race before being deleted. The Season 4 finale gives us Liam Kincaid, the protagonist of seasons 2-4, although he inexplicably comes back in the Grand Finale and actually stays alive. Then we got Da'an, Zo'or, and Vorjak, plus the entire Taelon and Jaridian races. Zo'or is briefly brought back in Season 5 as an Atavus before being blown up. The Taelon race is "revived" as Ra'jel. Season 5 also gives us Juda, Howlyn's mate, whose death signifies that humans are no longer as palatable to the Atavus as before. Finally, the Grand Finale has Howlyn himself being challenged and killed by another Atavus warrior, and Ronald Sandoval, who has been in the show from the beginning, gets Impaled with Extreme Prejudice by Renee.
Den Watts was Killed Off for Real in EastEnders, but as proof of just how hard it is to kill a soap star, he was resurrected many years later with the Retcon that he was hiding in Spain. But after this miraculous recovery from the choir invisible, he was finally really, really killed, and just to hammer it home to future writers not to bring him back, there was a whole arc around the disposal, discovery and then burial of his body. So he can't be brought back this time... we hope.
Parodied in the Doctor Who episode "Army of Ghosts"; when the Doctor is flipping through TV channels, he lands on EastEnders, where Den Watts's ghost appears in the Queen Vic. Peggy, exasperated, yells, "GET OUT OF ME PUB!" at him.
Farscape set up a brilliant loophole for themselves by having main character Crichton doubled. NOT cloned; the resulting two people were one person made two, with both having an equal claim to being the "real" Crichton. Thus, when one was killed off the writers were able to fully play off the emotions surrounding that death while still keeping the character around. And D'argo is definitively Killed Off for Real in a You Shall Not PassHeroic Sacrifice in The Peacekeeper Wars.
On Fringe the second season opener killed off Charlie. Just to hammer the point home the thing that stole his face ends the episode by tossing the body into an incinerator. In the fourth season, A Day in the Limelight for the two Lincolns resulted in Alt-Lincoln's death. Finally, in the fifth season, Nina dies at the hands of the Observers, although the series finale reset probably makes her death void.
A similar plot was used decades earlier by the British show Hancock's Half Hour. In an episode where the Hancock character is a BBC radio soap star (in a parody of The Archers) the other actors are so fed up with his erratic acting style that the producer finally decides to kill him off. Unfortunately it turns out that the character was more popular than the producer thought and the BBC receives a barrage of hate mail. Eventually Hancock agrees to come back as the original character's twin brother - but only if he is given full creative control, which he then uses to kill off the rest of the cast.
An established rule of Harper's Island was that at least one character had to die every episode. Meaning that we start with a cast of 25 people (plus several minor ones) and are left with a measly 4 remaining by the end of the series.
Heroes: Eden McCain, Simon Deveaux, Isaac Mendez, Daniel Linderman, D.L. Hawkins, Kaito Nakamura, Niki Sanders, Bob Bishop, Adam Monroe, Elle Bishop, Arthur Petrelli, Benjamin "Knox" Washington, Daphne Millbrook and Nathan Petrelli. All major or significant recurring characters, and all Killed Off for Real.
When it was announced in the final season that one of the characters was going to die for real, nobody was surprised that it was Nathan- it was the fifth time he'd died in the series.
Highlander had quite a few over the years: Tessa Noel, Hugh Fitzcairn, Richie Ryan, and in the first film, Ramirez, who recovered only to die off for real in the sequel. Connor MacCleod and Joe Dawson joined the list in later films.
Most of the deaths in Lexx were tempered by having killed-off cast members either become another person entirely (Xev/Zev) or having their spirits transferred into other bodies during the Fire/Water arc of the third season and the Earth arc in season four (Gigarotta, Prince, Lyekka, Priest). That said, the Light Side universe was permanently destroyed (along with season two's Big Bad, Mantrid) at the end of the second season, and almost the entire population of the Milky Way galaxy, Kai and the Lexx itself (via old age) died by the end of the series finale.
Most deaths on LOST are of this variety. The exceptions are Charlie's Disney Death and Shannon's All Just a Dream death in season 1, plus a few Not Quite Dead villains since, but all of these have later ended up Killed Off for Real. Due to flashbacks and apparitions, most characters have appeared at least once after their deaths, which gives the writers the luxury of writing "real" deaths but still using the characters and actors when they'd like to.
Ethan Rom is notable for appearing in more episodes after his death than before it, thanks to flashbacks.
Season 5 played heavily with this trope. Upon returning to the island, John Locke came back to life after being strangled to death by Ben. But in the season finale, it was revealed that Locke actually was dead- Jacob's unnamed nemesis had somehow taken on his appearance and used it to manipulate the Others.
Mikhail Bakunin was a minor villain who had proven to be so death-resistant that, even after he died by intentionally detonating a grenade while holding it, some fans were sure that he'd come back. He didn't, although an alternate version of him appeared in the flash-sideways universe. That one was killed too.
...Dead is dead. You don't get to come back from that.
King Uther on Merlin. And by the time the series wraps up, the list includes Elyan, Lancelot, Gwaine, Mordred, Morgana, and Arthur. And that's not even counting the smaller characters!
On Smallville: Main/recurring characters who are now dead include Whitney Fordman, Dr. Virgil Swann, Jason and Genevieve Teague, Sheriff Nancy Adams, Jonathan Kent, Lionel Luthor, Henry James "Jimmy" Olsen, and Davis Bloome. Lex is most likely a case of Not Quite Dead or Never Found the Body.
The majority of the cast of The Sopranos, including the vast majority of the mafia characters of any prominence. Of the mob-level characters who make the main cast, you can more or less count the number who are still alive by the series' end on two hands.
British series Spooks (known in the US as MI-5) subverted Contractual Immortality in their first series. Helen, played by Lisa Faulkner, was introduced as a major regular character and was then killed off at the end of the second episode. Quite rare for British TV, and an early example of Dead Star Walking. Tom appeared to have been killed for real at the end of the second series, but the start of the third series revealed that he was Not Quite Dead. At the end of that series, Danny was killed off for real (after a series where three out of the four regulars were written out).
Anyone Can Die on Spooks, and they managed to rack up quite the roster of dead cast members (thirteen dead in ten seasons).
She does come back - sort of - as a member of an SG-1 team (which also includes Martouf) from an alternate universe. It's actually does bring a certain degree of satisfactory closure.
Lt. Ford, Carson Beckett, and Elizabeth Weir on Stargate Atlantis. Beckett was resurrected via cloning. Ford's fate was left up in the air. Weir was turned into a replicator and left floating in space.
After Apophis is finally killed off, Jack O'Neill even lampshades this tendency, revising his 100% certainty that their four-season opponent was dead down to "99% sure". Then the guy returns in hallucinations and Alternate Timelines.
The Stargate Continuum movie finally has Ba'al's last clone killed off at the end. At least, that's what we think.
Star Trek: The Next Generation killed off Tasha Yar in the first season episode "Skin of Evil". Denise Crosby left the show because she felt her character didn't have enough to do in the episodes. The producers probably felt that there were too many characters anyway and needed to trim the cast a bit. So they apparently took it pretty well. In fact, they worked with Crosby to make her departing episode special in terms of Star Trek, the show that was responsible for the Redshirt trope. Also, driven home is the fact that Yar's death was somewhat pointless and understated and not the type of dramatic heroic death usually reserved for main characters. But then, there was the episode Yesterday's Enterprise which resurrects her in a way (only to kill her again) but in an alternate timeline.
Spock's father Sarek, who'd first appeared in the original series nearly 25 years earlier, died in "Unification I".
Supernatural - Even if some of them do appear afterwards (through flashbacks, time travel, and the sort), the Winchesters' mother Mary, their father John, Sam's girlfriend Jess, Ash, all the psychic children in the Second Season Finale, Azazel, Bela (Word of God that she's never coming back), Pamela, Lilith, Ruby, Ellen and Jo Harvelle, Zachariah, Gabriel, Rufus, Balthazar, Raphael, Bobby Singer, Meg, Anna, and Tessa all die for real.
In the Season One finale of Teen Wolf Kate is killed by Peter in retaliation for the death of his family.
Kate is revealed to be alive but somehow changed into some kind of shifter at the end of season 3.
Victoria Argent commits suicide instead of becoming a werewolf.
Season 3A & 3B are peppered with deaths, some planned, some written in because the actor left. Erica, Boyd, Kali, Jennifer, Aiden and Allison all die this season. Especially shocking was Allison's death, as she had been a main character and arguably the female lead since season 1, and her death was only written in because her actress wanted to move on.
The Vampire Diaries has seen the deaths of Tanner, Zach, Logan, Vicki, Bree, Grams, Ben, Harper, Pearl, Anna, Mayor Lockwood, Mason Lockwood, Rose, Luka, Jonah, Isobel's suicide, Jenna, John, Jules, Greta, and Alaric.
The Walking Dead has built up to the deaths of several main characters. Sophia was discovered to be a walker after six episodes of buildup looking for her, and she was put down with a headshot. Dale (who survived much longer in the comics) died after being attacked by a walker on Hershel's farm at night. Shane (who originally didn't survive the first arc in the comics) lives longer, but then is killed by Rick during a confrontation.
Lori, Andrea, Merle, Hershel, T-Dog, Bob, Beth, and various other minor characters are all dead as of Season 5.
Cigarette-Smoking Man and Alex Krycek of The X-Files are examples of characters who had cheated death (usually because they Never Found the Body) so many times that their real deaths (by being at ground zero of a missile blast and shot right between the eyes, respectively) had to be made very explicit, so as to make it clear that, yes, this time they were well and truly dead. And Krycek managed to kind-of return for the Finale anyway.
William Mulder (Mulder's father) and the informants Deep Throat and X both died for real (even though Mulder sees Deep Throat in a dream and X as a ghost in "The Truth"). Mulder also cheated death by dying and then coming back to life after being abducted in season 8.
When the actor playing the part dies in real life, it usuallymeans the character dies as well. In supernatural settings, there is often an explanation why they can't be brought back.
Warehouse 13 has Daniel Dickinson, Pete and Myka's former boss and friend, killed early in Season 2. The Big Bad of Seasons 1, James MacPherson, is killed in the Season 2 premiere. Benedict Valda performs a Heroic Sacrifice in Season 2. Finally, Leena in Season 4.