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The death of Joe in Ashita no Joe is considered one of the most famous and influential death scenes in all of Japanese fiction, to the point that most of the other anime/manga examples on this listed are at least in some way a nod to it.
At the end of Fullmetal Alchemist, Hohenheim, the hidden protagonist, dies in front of Tricia's grave. This is not a Downer Ending, however, as he has lived for 450 plus years and did not want to live any longer, having to watch his family die before him.
Although he decides at the last minute that he does want to live, and then he dies.
In the finale of the 2003 anime version, Ed is killed by Envy. Al, who is the new Philosopher's Stone, transmutes himself a few moments later to revive him.
Jonathan Joestar dies at the end of the first part of JoJo's Bizarre Adventure, sacrificing himself to take Dio with him. It isn't until part 3 that we find out that his death was in vain, as Dio's head took his body and used it to revive himself.
Part six, Stone Ocean, ends with the deaths of: Jolyne (the protagonist), Hermes and Anasui (allies), and Jotaro (protagonist of part 3 and Jolyne's father). Two more allies, Weather Report and Foo Fighters, died earlier in the part.
And yet, they are reborn as new-but-old people in the new universe.
Ash is killed by Shin's brother in the final chapter of Banana Fish.
Spike from Cowboy Bebop, though he may actually be a subversion. While there's a boatload of evidence that Spike is walking up the stairway to heaven, Word of God is that Spike's status is completely open to interpretation.
In Code Geass, Byronic Hero Lelouch is killed at the end of the series, dying in the arms of his sobbing sister Nunally. Magnificent Bastard that he is, Lulu planned the entire thing to atone for the horrible things he'd done trying to build a better world and to give Nunnally, Kallen, and the rest of humanity a chance for a better future.
He didn't plan it from the very start of the series, but as things get worse and his actions cause or help cause countless deaths, he has a My God, What Have I Done? moment and decides that the only way he can truly up for all the tragedy he caused is with his own life.
There is also considerable debate among the fandom as to whether or not he is actually dead. Word of God says that they added the extra scene with C.C. and the suspiciously Lelouch-like cart driver specifically to cause this debate. So it's either subverted or played straight depending on which team (alive or dead Lelouch) you are on (a writer later said he was dead, but he was frustrated at being asked that question constantly, so it's still up in the air).
Aya was supposed to die in the final episode of Weiß Kreuz Gluhen, but a manga sequel was greenlit and they retconned it so that he survived.
Though inconclusive, the nameless Gun God, the main character of Angel Notes, which is part of the Nasuverse, is possibly dead.
In Chrono Crusade, the titular Chrono's source of his powers is Rosette's own life, meaning every time he uses his powers it shortens her lifespan. When the series starts, she's not expected to live beyond thirty. And at the end of the manga, when the epilogue skips ahead eight years...
The anime version still uses this trope, but in a different way - due to having used up so much of her life during the final battle, Rosette's life span is shortened to the point where she only has months to live. Rosette and Chrono both go into hiding, getting their own log cabin to live the rest of their short lives together in peace before dying. Leaving the series here would have made is a Bittersweet Ending - however, it's then revealed that the villain may still be alive after all...
The Sky Crawlers. The anime film's Hero goes one-on-one with, and dies at the guns of, the Teacher who was previously known as Lynx/Cheetah, the player character of the Wii game, The Sky Crawlers: Innocent Aces.
Witchblade. In the anime, Masane performs a Heroic Sacrifice to destroy the Witchblade and every single I-Weapon that crowded around her.
Goku (who provides the above image) has sacrificed his life twice in Dragon Ball Z; the first time being when he held his evil brother Raditz still for Piccolo to shoot him with his Special Beam Cannon, knowing fully well that he would have to die too. The second time was near the end of the Cell saga: Cell has inflated to massive size and is threatening to blow up the earth. Thinking quickly, Goku uses instant transmission to send Cell and himself to King Kai's planet and stays during the detonation so that the world will be safe. He is resurrected both times.
In Dragon Ball GT, after beating the final dark dragon. Goku sacrifices himself for one more wish to restore the order of the world before going with the dragon, never to be seen again by his family and friends. The last bit of the anime is his spirit watching his descendants fight in the Budokai tournament before he heads back to the afterlife.
In Bakuman。 no one dies in the main story but, Nanamine's Classroom of Truth and the main characters' Reversi kill off their main characters. The former is a Shoot the Shaggy Dog example, in which even he fails to escape the survival tournament for his class. The latter combines is a case of Dying as Yourself, and is seen in-universe as a fitting conclusion to the story.
The manga Claudine finishes with the main character committing suicide.
Tomoya in CLANNAD ~ After Story, right after his own daughter dies no less. However, it's undone in the following episode so he can change the events that led to this.
Late into the Gunslinger Girl manga Henreitta dies. She was already dying and had shot Jose when she flashbacked to the night her family died. Jose shot her and she shot him back. At the time of the manga Triela was more of the protagonist though. She dies too, along with all the other girls.
The Anime adaptation of Akame Ga Kill kills off The Hero, Tatsumi, in the penultimate episode after defeating the emperor of The Empire the main cast had been fighting against throughout the series. Notably, the anime had diverged significantly from the manga at this point so these events haven't taken place in the latter.
During the final minutes of the first season of Aldnoah.Zero Asseylum is shot down, though there's doubt to whether she died. The protagonist, Nao, gets shot in the head a moment later.
V for Vendetta, though he managed to accomplish his goal of bringing down the Norsefire party.
David Knight in Starman. Not much of a spoiler, since he dies in the first few pages of issue 1 and the rest of the series is about his brother Jack's time as Starman.
Subverted by Sleepwalker, when the title character seems to make a Heroic Sacrifice to return his Heroic Host Rick Sheridan to life. Sleepwalker probably would have died at this point, but since he's pulled back into Rick's mind as Rick regains consciousness, it's implied that he'll be able to heal himself. Previous issues had already established that when Sleepwalker returns to Rick's mind, he can rest and recover from any injuries he suffers in the human world.
Transformers: Wings of Honor: Had an interesting take one this, with several of the heroes dying in the first story, including Metalhawk and Over Run, though Dion, who had the most time devoted to him, makes it out. In the sequel, the main characters are arguably Dion and Magnum, and the story ends with both fatally wounded, and one of them, rebuilt into Ultra Magnus, while the other dies on the operating table.
In the end of Nemesis the Warlock, Nemesis ultimately dies. However he makes sure to take Torquemada down with him once and for all and saves the day.
Neo and Trinity die at the end of the last Matrix film, though it isn't a downer ending, since he fulfilled his purpose successfully.
Nada (played by Rowdy Roddy Piper) from They Live!. His death ends up saving the world however. At the end, he dies giving the camera the finger. Arguably a metaphor for the whole movie.
This happens in Gladiator, the hero arguably succeeds.
Lester from American Beauty tells us that he's dead in the beginning of the film.
Ah Jong of John Woo's The Killer dies without fulfilling his promise to have Jenny's eyes fixed. Wong Hoi, the same triad boss who killed Ah Jong, is finished off by Inspector Li Ying, the other primary hero. But Li is arrested by his fellow officers afterward because he did it in cold blood right in front of them.
300: With the sole exception of Dilios, whom Leonidas sent back home to rally Greek support by telling the tale of the 300 Spartans, everyone on the Spartan side ends up dead on the third day of the Battle of Thermopylae. Most definitely not a case of The Bad Guy Wins, since their sacrifice delayed the Persian army long enough for Athens to be safely evacuated before it was destroyed, and for the Greeks to begin their own campaign to drive the Persians out of Greece forever. The movie skips past a year of this campaign during the epilogue, but there's another graphic novel in the works that will be set in that missing year; a movie sequel based on this new novel is coming out in 2014.
In both the book and the movie of Cold Mountain, Inman dies after making it home to Ada and fathering a child.
The title character of Carlitos Way is killed just as he is about to reunite with the one he loves.
John Creasy dies at the end of Man on Fire, but he accomplishes all his objectives by taking out almost all of the kidnapping organization and even saving Pita's life. His death is also a "screw you!" to the bad guys, since he dies before the Voice (the brains behind the operation) can get his hands on him. The Voice himself is killed by Detective Manzano on the same day.
While it's hard to call the protagonist of Looper a hero, he does give his life to keep the woman safe and her son from becoming a monster in the future. Since he's too far away to keep his embittered future self from shooting the woman, he turns his blunderbuss on himself, and his future self vanishes moments later. The gold further ensures the woman and her son get to lead a better life, so perhaps the boy won't grow up to level cities with his mind.
The schoolteacher who stands up to the corrupt South African government in A Dry White Season (set during the Apartheid) gets run over by Captain Stolz. The next day, Stolz himself is shot by one of the teacher's friends.
The Wages of Fear is a French film about a man in South Africa hired to drive a Nitro Express to put out a fire in an oilfield. Out of all the men hired, he's the only one to make it to the oilfield. He gets paid a fortune... and then decides it's a fun idea to drive his truck fast on a winding mountain road. You can guess how this ends.
Detective Will Dormer dies at the end of Insomnia. It straddles the line between downer and bittersweet. He redeems himself for his sins and kills Kay's murderer, and he ensures that Ellie Burr maintains her integrity. On the other hand, by doing so Dormer ensures that a large part of his life's work will be undone when his dishonesty gets out.
Elysium: Max agrees to die so that information in his head can save the rest of the people.
Jack Harper (Tech 49) did a heroic sacrifice at the end of Oblivion by detonating a nuke within the Tet and destroying it. Fortunately for the heroine Julia, Jack's other surviving clone (tech 52) manage to reunite with her after 3 years of searching the forest house.
Walt Kowalski dies at the end of Gran Torino. After Spider and his gang go too far and viciously gang-rape Sue Lor, the audience is expecting bloody retribution of Biblical proportions (since this is a Clint Eastwood movie). But Walt, a veteran of the Korean War, knows full well the horrors of killing, wants nothing to do with it anymore, and doesn't want Thao, her brother, to get himself killed or end up with the stain on his soul that comes with killing. Instead, Walt tricks Spider and his gang into shooting him in broad daylight, shattering the code of silence of the Hmong neighborhood which has kept them unpunished and getting the entire gang put away for murder.
Dr. Olham explodes at the end of Impostor when he realizes that he was in fact the biorobot that the police have been looking for.
Breacher bleeds to death after being fatally shot in the final shootout in Sabotage.
Any one who is familiar with the real life story of the 47 Ronin should know how the film is gonna end.
In Pay It Forward, Trevor dies protecting a kid from some bullies. Nonetheless, his dream of changing the world by doing random acts of kindness lives on.
Curtis from Snowpiercer pulled a heroic sacrifice by shielding Yona and Timmy from the explosion blast, his body wasn't shown in the aftermath.
The heroine of Cat People dies and turns into a black panther.
The Sixth Sense: Malcolm himself at the end is revealed to be Dead All Along. The film concludes with Malcolm saying goodbye to his wife and moving on to the afterlife after he finally comes to terms with his fate.
Leslie Burke from Bridgeto Terabithia was the kind, positive and energetic heroine of the story who died in a very bittersweet ending so the main protagonist could mature.
Harry Dresden as of the end of Changes. He then spends the next book, Ghost Story, solving his own murder. As a ghost.
The novelization of the original Mobile Suit Gundam, aside from many other differences from the plot of the anime, has Amuro Ray die several chapters before the end of the book. Despite Yoshiyuki Tomino's reputation as "Kill 'em All Tomino", he said that he only did it because he thought it would be a single complete story and that if he had planned on making sequels from the start, Amuro would have lived.
1984. Winston and Julia are caught, tortured and Mind Raped by O'Brien, a guy who was supposed to be their link to "the Brotherhood," but is actually a member of the Inner Party. They are broken so thoroughly that all love that they had for each other is dead (particularly since the two were forced to betray each other through means of Room 101, which faces them with their worst fear — for Winston, it was rats, though since the story is in Winston's perspective, we never do find out what Julia's worst fear was), and then executed by being shot in the back of the head. Not just a Downer Ending, but a Shoot the Shaggy Dog, given the last four words: He loved Big Brother.
The film version interprets the bullet in the metaphorical sense. We see Smith alive at the end, declaring his love for Big Brother and maybe even rationalising why, on a planet wracked by perpetual three-way war, the system under which he lives is necessary.
Outbound Flight. Lorana Jinzler, the only unambiguously good character in that half of the novel, died in a Heroic Sacrifice. The other major characters, who might be called heroes, survived — but Thrawn and Car'das and Doriana weren't entirely good people.
In Firewing, Shade the Bat kills himself in the Bat Underworld to give his son, Griffin, and his friend, Luna, life force to feed on and become living, breathing bats again. In the end, he still survives, but in the form of the foliage of the forest floor. When he's dead, he flies around the world and can be anything he wants to be.
Jean Valjean dies at the end of Les Misérables. However, it's the culmination of a long life during which he achieves sainthood, so rather a necessary part of the novel.
The Last Dragon Chronicles: David dies at the end of Firestar. Initially, this looked like it would be the end of the series, making it an unusually harsh ending for a book aimed at the 8-12 bracket. The series didcreep on, and David came Back from theHigher Plane of Existence, with the implication being that he became one with God(ith) and saw all the knowledge in the universe through his daughter's eyes, but if unexpected, the ending of Firestar can be a real punch.
Antony and Galen in the second and third books, respectively, of Marie Brennan's Onyx Court series. Technically, all the mortal heroes of the series could count, as given the large time skip between books, the hero of the previous one is always dead by the time the next one comes around, but Antony and Galen get special mention for dying during their respective stories.
Elend AND Vin at the end of the Mistborn trilogy by Brandon Sanderson.
The Fire Thief Trilogy has Prometheus trying to find a human hero to prove that him giving fire to humans was a good thing, while chased by the Avenger. He has to uncover a hero to the city he visits by traveling through time, only to discover that through some back tracking, he's the hero the town celebrates. The avenger crushes his body and takes him to the afterlife after a few good-byes.
The main character of the series, Firestar, dies in The Last Hope, the last book of Omen of the Stars.
Hollyleaf, one of the heroes and point-of-view characters, appears to die in Sunrise: during a chapter that isn't from her POV, she runs into a tunnel and it collapses on her, and her brothers find no sign that she's alive. Turns out she survives, but she dies for real as well in The Last Hope.
In the first book, A Game of Thrones, Eddard Stark is set up as the main character - the most heroic and noble person featured in the book. By the end of the book, he is killed in a shocking move by King Joffrey.
In books two and three, we follow Catelyn Stark, Eddard's wife, and Robb Stark, his son and heir, on their way to conquer Westeros and seek revenge for their husband and father. Come book three, Catelyn and Robb are lead into a trap and killed themselves. This event, dubbed the "Red Wedding", is still one of the most infamous instances of The Hero Dies in contemporary fantasy.
Tris in Allegiant, the final book in the Divergent trilogy.
Walter White from Breaking Bad dies in the Grand Finale in the very last scene after killing the Aryan gang and taking a bullet protecting Jesse from his own M60 rig.
Michael Scofield in Prison Break. In the flash-forward at the end of the final regular episode, Michael's friends, wife, and son go to visit his grave. He is revealed to have died via electrocution in the post-show movie, where his brain aneurysm is proven to have returned, meaning his death was a certainty anyway.
Buffy the Vampire Slayer: Buffy died at the end of the Season 5 episode "The Gift." The next season, they brought her back. She also died at the end of the first season, but only for a few minutes and was revived with CPR.
When Flower died on Meerkat Manor, the show was completely shattered. Next Generation with Rocket Dog just wasn't/isn't the same... She was their star and the pillar that held the show up.
Victor "I don't believe it!" Meldrew was stuck down by a car in the finale of One Foot in the Grave. Noticeably, the climax of the episode wasn't his death, but rather his wife's reaction to it.
Nick Cutter is shot midway through the third season of Primeval
Robin Hood dies at the end of the third season, joining his wife Marian who had died at the end of the previous season. Despite attempts to set up for a forth season, the show was inevitably cancelled.
In "Father's Day", the Ninth Doctor is consumed by Clock Roaches after Rose creates a paradox saving her father. After her father fixes this error, the Doctor and every other victim of the Clock Roaches on Earth return.
In the episode "Turn Left", the Tenth Doctor is killed in the parallel universe created by Donna's mind after he floods an abandoned Torchwood base with him inside it, creating all sorts of chaos and havoc.
In "The Impossible Astronaut", the Eleventh Doctor is shot and killed before he can regenerate, afterwards being mourned and cremated, only to show up a few minutes later, completely clueless as to why everyone is so upset. Their past, his future, cue plot arc.
In The Sarah Jane Adventures story Whatever Happened to Sarah Jane, the Trickster makes a deal with Sarah Jane's friend and switches places with 13-year-old Sarah Jane, making her fall to her death. She later relinquished her deal, causing time to return to normal.
Earth: Final Conflict is a rare case where the hero died at the end of the first season, but the show still continued without him.
Blake's 7 removes from the general scheme of things (on a "missing, presumed dead" basis) the group's leader, whose name is in the title of the series, at the end of the second season... and the series goes on for two more seasons! At the very end of which they finally find him again - upon which he is shot by one of his own on the basis of a horrible misunderstanding and the rest of the main cast is subsequently killed off shortly thereafter!
"Dreams in the Witch-House": Walter ends up in an insane asylum after being framed for the baby's murder by the Witch's rat familiar. The familiar then tracks him down and burrows into his chest.
"Jenifer": Jenifer manipulates the hero into getting himself killed by attacking the cannibalistic woman in broad daylight and getting shot for his trouble by a man who thinks he's just a crazed psycho. The cycle starts anew with Jenifer latching on to another hapless puppet who tries to care for her.
"Cigarette Burns": Kirby ends up killing himself under the cursed film's influence.
"The Screwfly Solution": Anne's escape to the frozen north to escape the murderous men ends up being for nought and she freezes to death.
Boardwalk Empire ends with Nucky being murdered on the Atlantic City boardwalk by Tommy Darmody.
Sons of Anarchy ends with Jax crashing his motorcycle into an incoming truck and killing himself while being pursued by the police.
Matoro in the Mahri Nui arc of BIONICLE sacrifices himself to repower the universe. One of the few actual deaths in the series, since most of the other supposedly dead characters turned out to be alive, just stuck on a space station.
In Doubt Academy, Misaki Watanabe is viewed as the protagonist by many. However, she is the sixth victim, shoved off a balcony and impaled on a candlestick by Nanase.
Also Macbeth, King Lear, Othello, Julius Caesar... essentially, the title character of every Shakespearean tragedy (although how heroic they are is a matter of some debate in each case).
What's interesting about Julius Caesar is that the title character dies halfway through the play, spending the rest of it as a corpse, a ghost and some military inspiration. Whether or not this in fact makes Brutus the hero is up for debate.
The same applies to the title character of nearly every tragic opera as well.
Jean Valjean in Les Misérables. Also, pretty much everyone else in the cast... except the lovers Marius and Cosette, and the two most horrible people in the entire play - The Thenadiers - who become rich in addition to living. Pretty dramatic example of the trope.
Kratos from God of War dies many times throughout the franchise, only to come back out of Hell every time. In the ending of the third game, he stabs himself with the Blade of Olympus to end his life for good. It is actually up to speculation whether he is truly dead or alive, since his body goes missing after the credits roll.
Was supposed to happen to Terra in Final Fantasy VI, but was left out of the final game. She comes very close when The Magic Goes Away, but manages to retain her mortal body due to the bonds she shares with her friends.
Occurs twice in Journey. While there's only a few instances of violence and you don't have a health meter, being hit by war machines doesn't count as death. The first time is when you're struggling to climb the mountain amid an intense snowstorm. A last try to reach the summit is granted as you're resurrected by the White Robes, then you finally make it... and die again, returning to the beginning. The situation worsens (or gets better - the second death is often viewed more positively as a rebirth) if accompanied by another player.
The Command & Conquer series actually does this a fair amount. For GDI, one of your operation commanders, Carter, eventually is seen with beginning Tiberium poisoning, but is killed by a Nod obelisk in his gunboat. Mc Neil, the GDI commander in Tiberian Sun ends up 'killing' Kane, but in the following expansion, Firestorm, he is killed right before the first mission when an ion storm downs his command ship (though if the Tiberium Wars novelization is canon, he wasn't on board when it happened). GDI also loses everyone on board the Philadelphia (space borne command center) in the opening stages of Tiberium Wars. If Nod is your faction, they lose both the first and second wars, with Kane being reportedly 'killed' each time. Slavik of Tiberian Sun dies right before C&C3: Kane's Wrath starts. And in C&C4, the player character themselves dies in the ending, no matter which side you choose to play as. Subverted with Kane in this case though, as he completes his plan for Ascension and leaves Earth through a Scrin portal.
Some of the other characters are not happy about this. When given the option to resurrect them, the party start fighting amongst themselves, providing an extra chapter. Then at the end of the chapter, they discover that the Protagonist's soul is keeping a huge gate closed to stop two supernatural entities from touching each other and destroying the world.
In Chrono Trigger, mute hero Crono is literally reduced to ash halfway through the game at the hands of Lavos, the Eldritch Abomination that our plucky heroes are out to stop. This was a huge shock at the time game was released, as it was generally accepted that, in games, The Hero couldn't die until they completed their mission. Given that the game was all about Time Travel, there was a way to bring him back. It's completely optional, however, and you don't need to do so to beat the game.
To be specific, he was a dream created by the Fayth. The dreams of the Fayth, which include Zanarkand and the rest of its inhabitants, were kept alive by both their deep sleep and the Big Bad. When he dies, Tidus vanishes.
It's been implied (by Silent Hill 4, featuring James' dad saying that he never returned from Silent Hill) that the "In Water" of Silent Hill 2 (James driving his car into the lake) actually is the canon ending.
"Oh, I'm not going to die. It's always the Grey Wardens that die. Did you not read the stories as a child? The hero always dies...unless the hero has a trusty sidekick with him. Then...mmmmm...then the sidekick dies instead. I knew there was a catch!"
Discussed in Dragon Age II - according to Varric, "it's not a good story unless the hero dies". While there's no ending where the player character dies, the person Varric was actually talking to can die by your hand if you choose.
Mass Effect 2, twice, same hero. Once is at the beginning and unavoidable, though you do get better thanks to Cerberus. The other is the bad ending, which you get for being lazy on an epic scale.
All but one ending of Mass Effect 3 ends in Shepard's death. The Control and Synthesis options have Shepard sacrifice themselves to take control of the Reapers or initiate a process which converts all life into organic/synthetic hybrids respectively. The Refusal ending kills all sentient life, although Shepard doesn't die on-screen this time. If your Effective Military Strength is high enough, Shepard can survive in the Destroy ending.
All endings of BioShock 2 involve Subject Delta dying, though it's his influence on Eleanor that determines how things end up and several of the endings involve her taking his essence so that he live on through her as a Spirit Advisor.
Played with in BioShock Infinite: After Booker DeWitt realizes that he becomes Big Bad Zachary Comstock after his baptism, he proceeds to go through with his plan to kill Comstock as he was born by having Elizabeth and her alternate versions drown him. While the ending is slightly ambiguous, it is suggested that this kills all the versions of Booker that become Comstock, while the Bookers who didn't undergo baptism remain.
The playable characters of BOTH episodes of the ''Burial At Sea'' add-ons die in the end for different reasons: the alternate version of Comstock is killed at the end of episode one as part of Elizabeth's plan for revenge and Elizbeth allows herself to be killed by Fontaine as pat of a Memory Gambit to set up the events of the first BioShock 1 game where Jack comes to Rapture and frees the little sisters. This is also an act of atonement for using a Little Sister named Sally in her plans for revenge, so Sally will be rescued by Jack in the good ending of BioShock.
Call of Duty: Modern Warfare 2 is a doozy. Of the four heroes you control, two die, not to mention another character you control for all of five minutes. That's three out of five player characters dead by game's end, not to mention multiple NPC squadmates, but that's more Anyone Can Die.
"Call of Duty: Modern Warfare 3" : John "Soap" MacTavish, previously hailed by fans as the hero of the previous games, dies during an assassination attempt (although he was only playable in one mission throughout). Yuri, one of the playable characters, meets his end in the final mission.
Medal of Honor 2010: Rabbit is captured by the terrorists and mortally wounded, and his rescuers encourage him to hang on while the rescue chopper arrives, with the first person view periodically blacking out, but he ultimately expires.
Nathan Hale in the ending of Resistance 2. Though he had just succumbed to The Virus he'd been struggling with the whole time, so he technically wasn't a hero when he died.
Nariko from Heavenly Sword succumbs to the curse of the title sword and dies at the end. Though not before taking King Bohan with her in a final showdown.
The silent protagonist Anon from TRON: Evolution died protecting Quorra from a huge falling aircraft.
In L.A. Noire, Cole Phelps is killed by a rush of water during the final case in a sacrifice to save an old member of his unit. The last cutscene before the credits takes place at his funeral.
In The 3rd Birthday, depending on how you look at it, Aya Brea was revealed to be Eve all along throughout the whole game that you play as her. In the ending, Aya and Eve switched bodies, with Aya in Eve's body doing a Heroic Sacrifice to be gun down to prevent dooms day, leaving Eve alive using Aya's body. Aya was the protagonist from the first two Parasite Eve games while Eve was the heroine of the 3rd game, thus the outcome kinda mind screws you regarding this trope.
Ending D of NieR has the player character sacrificing his entire existence in order to bring Kainé back to life after the Shade Tyrann takes over her body. In case you don't know exactly what that means, the D Ending is the last ending you can possibly get. It is the last ending because getting it erases your entire save file piece by piece as Nier himself is erased from existence. It's pretty hardcore.
In Indigo Prophecy, Lucas died from the fall caused by the Oracle when he is saving his ex-girlfriend Tiffany. However, he got better.
If you play the good Karma final mission against the Beast in inFAMOUS 2, Cole's actions will led to every Conduit's as well as his own demise. The people of New Marais will honour and remember Cole as a hero for his deeds.
The Lone Wanderer of Fallout 3 dies if you take the 'good' path; this was fixed by the add-on Broken Steel.
Considering this is a prequel to the first game, the impact of what you do loses its effect.
If you choose to fight the emperor, Starkiller in Star Wars: The Force Unleashed will die fighting the emperor to buy time for the resistance to escape. Though he "indirectly" got better in the sequel.
An interesting case in Xenoblade. The protagonist Shulk was technically dead since long before the story began, only being kept alive by the god dwelling within him, who was also the one who killed him in the first place. When said god leaves his body, he becomes truly dead, but has his life force restored by a more benevolent god shortly after.
Assassins Creed III has Desmond, the true protagonist of the series perform a Heroic Sacrifice in order to release Juno. While Juno saves Earth from the solar flare, she is determined to enslave humanity. Unfortunately, the best person to stop her just spent his life force to release her. Connor survives, though, especially since he has yet to reproduce (i.e. continue his genes) and, according to Word of God, is still a virgin.
Ark from Terranigma is killed by his light counterpart, and vanishes in the end as a consequence of him destroying the Underworld.
In The Walking Dead, Lee Everett dies handcuffed to a radiator in a police station in Episode 5 after the Twist Ending of Episode 4. With Clementine in the room. She can even do it.
Luke fon Fabre in Tales of the Abyss...maybe. It depends on whether the red-headed man in the post-credits sequence is him or Asch, or perhaps some combination of the two. Or, to quote Word of God, it depends on who you think it is.
Walker dies in two of the four endings of Spec Ops: The Line. Depending on the interpretation of the game, he may have died during the In Medias Res helicopter fight at the beginning.
Dreamfall: The Longest Journey, the sequel to The Longest Journey, has April, the hero of the first game, get unceremoniously stabbed and fall into a swamp. Zoe, the hero of this game, is poisoned by a woman she trusted and falls into a coma. It's not clear if she will ever come out of it. And the third protagonist, Kian, is charged with treason and taken back home to be executed. However, many fans believe that none of them are actually dead. In fact, April learns to breathe underwater in the first game, so she may have survived falling into the swamp. Zoe's spirit is shown traveling to another dimension, although that is actually Zoe's ability.
Borderlands2 has Roland shot in the back by Handsome Jack and he dies instantly. When you tell the major players in Sanctuary about the news, most of them are very heartbroken.
Dust from Dust: An Elysian Tail is enveloped by the lava of the Everdawn Volcano after defeating General Gaius. In the end his spirit is implied to depart with the Blade of Ahrah, whether to the sword's resting place or a new danger is unclear.
In Saga Frontier 2, Gustave XIII is killed by monsters in the middle of the story, an event which kicks off two generations of warfare as the empire he built in the first half of the game breaks apart.
Although he's not the main character, Captain Brenner of Advance Wars: Days Of Ruin fits this trope since Will (the star) is simply his sidekick until it happens. He's nuked while holding off the enemy and the focus of the story shifts to Will instead.
Shirou dies at the end of the Heaven's Feel route of Fate/stay night (Unexplained Recovery in one ending). Saber dies at the end of the route she's the heroine in, after being sent back to her own time and giving up on the Grail.
Captain Kaff Tagon and Seargent Schlock in Schlock Mercenary (arguably the two primary characters) are killed and stripped of all memories/former self, respectively. Averted via time travel.
...eventually. The strip ran for quite a while looking like leadership of the Toughs was going be by Kevyn, with a degree of awkward mentoring from Tagon's father. Technically, the time travel was mostly required to avert the death of everyone in the galaxy.
John Egbert's physical self ends up getting killed by Jack Noir. He gets better when his Dream Self replaces him, and in fact this event allows him to reach the god-tiers... and then his god-tier self is also easily killed by Jack Noir. Fortunately, god-tiered characters have conditionalResurrective Immortality.
All of the kids and all of the trolls, except Gamzee, have died at least once. As of the current plot a lot of characters have died twice, and most of these second deaths have proved to be permanent.
Act 6 invokes this trope with the apparent death of a newly introduced main character. After about a month, it turned out that she actually did not die, but the fact that the event came out of nowhere certainly shocked readers.
Maddison Atkins and Adam Wilmott died in the original version of Maddison Atkins.
At the end of Season 6 of Red vs. Blue, Alpha!Church sacrifices himself to stop the Meta. He does more or less come back as Epsilon in Season 7, but Epsilon!Church and Alpha!Church are two different people, and Alpha!Church truly is dead.
At least he takes Megatron II with him and turns Cybertron into a technorganic paradise... and then he leaves Cheetor in charge.
Transformers Prime has several cases of near-deaths for Optimus Prime, but nothing permanent. Until he dies for real in a Heroic Sacrifice at the Grand Finale of the series. Unlike most versions of the character, his death is the final scene of his respective series and his death also heralds the end of the Prime lineage itself, as he leaves no successors in his name.
Avatar: The Last Airbender: Aang is killed by a lightning blast to the back from Azula. While Aang was ressurected a few minutes later, his death had disastrous consequences. Namely, the Fire Nation took over the Earth Kingdom (their only obstacle to world domination besides Aang himself) and Aang was rendered unable to use the Avatar State until the final episode.
In Futurama: Bender's Big Score, a future version of Fry named Lars dies because he is doomed by a Temporal Paradox. Time clones being doomed (DOOOOOOOOOOOOOOOMMMEEEEEED) is in fact central to the plot.
The Venture Bros.: The Venture Brothers are killed off in the first season finale. They return in the second season after their memories are put into identical clone bodies. In fact, it's revealed that they've died several times before the start of the series: the boys are so accident-prone that Dr. Venture has an entire room of clones ready in case they die.