Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Too Cool to Live
"There he goes. One of God's own prototypes. A high-powered mutant of some kind never even considered for mass production. Too weird to live, and too rare to die."
Kittan as well, although he did die laughing about how awesome it was (his sacrificing himself to save everyone via a giga drill breaker).
Pretty much everyone who is dead on the good side is this. Hell, even some of the bad guys; this is a World of Badass, after all.
Darker than Black: Lives and breathes this tropes. First season had November 11, Mai, and countless others. Second season has had: Tanya, April, and Goran. July however has made it.
July died as well in the second season finale. In general, if you are attached to a character in Darker than Black, flip a coin to see if they die or become horribly traumatized.
YMMV, since some of us thinks Michael is cooler than Ozma, thus playing this straight.
Cooler as a person, perhaps. As a fighter, Ozma is way cooler. He beats Alto, which is a feat in itself!
Also subverted in the Love Triangle: Sheryl lives, not making place for Ranka
Played straight in the movies, where Alto The Hero Dies, and here he was the coolest!
Subverted in the movies, Word Of God has it that Alto survived.
Naomi Misora in Death Note, although the makers' reason was different; Word Of God was that she figured out stuff about Kira too quickly. L was way more cool than the main character.
In terms of cool, they're closely followed by Mello, Chief Yagami, and Light. None of these make it either.
In the back-story of Gundam SEED the Original Coordinator George Glenn was assassinated pretty much out of jealousy and envy of his awesome and cool accomplishments by the Blue Cosmos faction making him a sort of in-universe example of being too cool to live.
Subverted in Rurouni Kenshin; Kenshin's master is a huge, muscular man who is a master of the style. It even sets him up for dying in this way, as the traditional means of mastering the final technique was to kill your master while using it. However, Kenshin's reverse-blade katana saves his master from certain death, yet Kenshin still masters the technique. His master then goes on to save the rest of Kenshin's band from the minions of Shishio, while Kenshin goes to fight the Big Bad himself.
Joichiro Nishi. Not only was he the only guy who seemed to know what the hell was going on, he was smart, badass, funny as hell and something of a Magnificent Bastard at that. So of course, he had to die.
Only Nishi? Perhaps the more obvious case of Too Cool to Live in Gantz would be Kato, who quite a few people preferred to Kurono before the latter's Character Development (thankfully, he comes back in the manga as well). Sakata and Suzuki easily qualify late in the manga as well.
Vanessa and Elenore in Madlax were odd examples in that they were somehow both Too Cool To Live and Too Cool To Die. Their idea of splitting the difference was...interesting...
Minato Namikaze from Naruto is a particularly notable example. He was hailed as one if the strongest shinobi ever, saved the Leaf village from the Nine-Tailed Fox's attack, was shown to be able to wipe out whole platoons of shinobi in the blink of an eye (to the point where enemies were ordered to flee on sight from him), and could teleport anything, even a Spirit Bomb level chakra blast miles away without breaking a sweat. Needless to say, a lot of potential threats to the Leaf would not be deemed so dangerous if he was still alive.
Jiraiya the Toad Sannin has become this over the course of Part II since his death. Possessing a high amount of Badass skill, his own Super Mode, and being able to fight the Disc One Final Boss and temporarily defeat him, as well as his own wisdom being used to redeem his fallen student through Naruto Uzumaki, its easily to see why he's cool. Even Kabuto lamented his inability to use Edo Tensei on him.
Festa in Fang of the Sun Dougram. He defeats an enemy Humongous Mecha on a bike and saves the titular Super Prototype. Five minutes later he goes for a drive and a grenade goes off in his bike. A grenade that a dying enemy soldier dropped there in the previous episode. A grenade that he conveniently didn't notice at all.
"Hot Ice" Hilda served as The Obi-Wan for Geene Starwind until she sacrificed herself fighting off Space Pirates. A long-time dream of fans is the creation of a Prequel detailing just how she got to be so Bad Ass.
Danny in the Zatch Bell anime. He's a strong fighter barehanded, and has a spell that can heal all of his injuries (even resurrect him after getting shot to death) limitless times. So he dies in the same episode he appears, in a very stupid way and only to protect a statue.
But like darn near everything else in this series, it's a Tear Jerker anyway.
As a bit of an added punch, the statue he was hell bent on protecting broke before he was in that situation.
Cross Marian in D. Gray-Man necessitated a hunt across half of Asia by the Black Order, then sauntered in and saved Allen's ass on the Ark. His superiors at the Black Order were not amused by his tendency to go truant and put him under house arrest, and he spent quite a while lounging around headquarters, seducing women, racking up insane amounts of debt on the Order's tab, and completelyoutshiningeverydamnpersonin thewhole place, as was aptly demonstrated when Lulu Bell attacked. But then, he suddenly, mysteriously disappeared with very little evidence how; they Never Found the Body, and it's undoubtedly going to factor into the plot later, as it's well established that he's hard to take down.
Although because he was apparently shot in the head in a way that nothing human could have survived, and all the blood found at the scene was confirmed to be his, chances are he's either genuinely dead, or not human.
Yuuko is so cool that Clow Reed warped reality to delay her death before she died for real.
Even then he comes back in the next chapter to do a SECOND Obi-Wan Moment by smacking (literally) some sense into Negi after he gives into his Super-Powered Evil Side.
Subverted, now that he's WILLED HIMSELF BACK INTO EXISTENCE permanently.
In the Soul Eater manga, Mifune. Yes, his death allowed Black Star to find his own 'path' and all, but damn wasn't that samurai guy cool. Plus he left behind cute little witch Angela.
This is, in fact, one of the ways in which the Gecko Ending of the anime improved on the manga. He survives and ends up going over to the good-guy side (can't really call it a Heel Face Turn since he was never evil in any sense of the word).
While not as awesome as Mifune, the manga also has BJ. Nifty soul perception skills, he and Marie had a history, and member of a different part of Shibusen - Internal Investigations. He was every bit as weird as the rest of the staff...killed off within three chapters.
And now, possibly, Tezca the South American Death Scythe (the bear guy). Okubo seems to get steadily more bizarre with his characters, and the Demon Mirror could have been fun to watch had he not seemingly been offed by Justin Of course, he ''is'' a mirror...
This was almost played straight with Joe Asakura aka Condor Joe in Science Ninja Team Gatchaman; he would have died and stayed dead if there wasn't a second series in the works, and early planning for the second series had him Killed Off for Real and replaced by an android (while another draft had him resurrected as a villain and replaced by a never-before-mentioned brother). In the end, the trope was subverted by having him just barely survive, then implanted with cybernetics.
Vegetto (Vegerot in the VIZ translation) from Dragon Ball Z. Yep. Guy comes, dominates Buu-Gohan (In his base form in the anime, he just transformed for kicks.), even when turned into the world's most powerful candy, he lets himself get eaten by Buu so he can go save his friends. Unfortunately, he unexpectedly lets down his protective barrier and defuses.
Sakuragi from Rainbow: Nisha Rokubou no Shichinin. This guy is looked up to by the other 6 main characters, including The Hero, after he completely tears them up in a 6 on 1 boxing match in a prison cell. He's also extraordinarily durable. He lives through nearly being burned alive in a locked cell, and being starved and paralyzed with ice cold water until he could just barely see those white pearly gates as his friends carry him in an epic prison breakout, only to die from a stab to the chest while on his way to see Mario's Heroic Rematch. This fatal blow is delivered, of course, by none other than the evil prison guard, Ishihara, who was so doped up on drugs that he didn't even know he killed anybody.
Prussia from Axis Powers Hetalia. I mean, he's the resident Darkhorse and have you heard of Prussia? I wonder why.
Leomon and his subspecies in every Digimon series in which he's an ally.
Cho-san from 20th Century Boys, the detective so awesome had he not died he would have resolved the plot of the entire manga 21 in-series and 7 real-life years earlier than without him.
In her first appearance, Mami Tomoe summoned a thousand rifles and wiped the field of Mooks from space. She then took Madoka and Sayaka under her wing. 3 episodes in, she's violently decapitated and devoured by a witch gone One-Winged Angel. Also qualifies as Too Happy to Live, since she had literally just pledged her friendship to Madoka.
Daguza Mackle, aka Commander McAwesome, from Mobile Suit Gundam Unicorn. Even his death was awesome: He jumps out of the Unicorn with a rocket launcher, shoots the Sinanju in the head in an attempt to blind it, and salutes to Banagher one last time before being incinerated by the Sinanja's beam axe.
Fujimoto of Blue Exorcist, despite only being there for a two episodes/one chapter. He was the most powerful exorcist in the world, holding the rank of Paladin before he died. And he has a cute familiar that looks like a cat.
Zoalord Purgstall from Guyver caught on with fans for being a badass, honorable, caring guy who happened to be on the antagonist's side. Fans still cling onto to hope he'll somehow come back from the dead.
Tatsugoro, Otose's late husband, in Gintama who was an honorable, upstanding, all-around-awesome guy who fiercely defended his town, who got the girl and who was able to fight the baddest punk in town (who later became the yakuza boss and one of the four emperors of Kabukichou) to a draw. Of course he goes and dies, taking the bullet for that punk (who was also his friend and rival for the girl), which set in motion opposing set-in-stone promises from two of the series' most stubborn characters, Jirochou and Gintoki.
Spike Spiegel from Cowboy Bebop is the main character version.
In Samurai Deeper Kyo, we have Muramasa, Taihaku, Fubuki, and most definitely Hishigi. One could also make an argument for Kyosaburo (also known as the Toudai Aka no Ou), a Posthumous Character who created the Mumyo Jinpu Ryu, techniques capable of killing God (the Sendai Aka no Ou).
Code Breaker has Hitomi and Code:Seeker, who were both killed at the end of their arcs.
Hunter × Hunter has Uvogin who killed three well skilled Nen users with only while paralyzed from the neck down. For the plot, he served as Kurapika's starter enemy from the Genei Ryodan as the physically most powerful member, so Kurapika found out that he can defeat the members in terms of raw powers.
Kite, Netero, and Meryuem, the last one was even the most powerful being who was born in earth.
Comic Books
Rorschach from Watchmen, who would prefer that Dr. Manhattan vaporize him rather than let himself willingly abandon his moral code.
Lord Voll in ElfQuest. He would have been a Cool Old Guy father figure to all races of elves, laughing and flying around while guiding them in unlimited space travel and bringing about worldwide harmony. A single troll arrow kills him. In the end, it takes the elves another 1500 years to achieve what he could have given them in a day.
Marv from Sin City, whos only starring role in a full-length story basically serves as one big Heroic Sacrifice and ends with him dead in the electric chair.
And Blink, especially considering very shortly after her death, an incredibly Bad Ass alternate reality version of her was depicted in significant detail.
MVP, from the Avengers Initiative, gets a lot of focus in the first issue as clearly being the best of the new trainees. This is made doubly-impressive when you find out he has no super powers. At the end of the first issue, his death signifies that this is not a perfect program for perfect candidates, and that this is going to be a story about the more troubled kids.
Fanfiction
In Death Note EquestriaPinky Pie - even more awesome than usual and as such, too dangerous to Kira. Didn't stop her from being awesome from behind the grave.
Hero, Heroine, and Jason Mewes in Feast. The former survives about thirty-five seconds of screen time before being messily eaten. Heroine lives for most of the movie, is extremely resourceful and helpful, but also dies. Jason Mewes gets his face ripped off in the first ten minutes.
Captain Kaneda in Sunshine. He's professional, he's pragmatic, and he cares deeply for the success of his crew's mission. Plus, he's played by Hiroyuki Sanada. If he hadn't died within the first half-hour, he'd probably have broken the plot.
Inglourious Basterds: Let's face it—as soon as you saw Hugo Stiglitz and the Bear Jew in all their badassery, you knew that they wouldn't make it out alive. They are both awarded with a Dying Moment of Awesome.
Doc Holliday from Tombstone. Granted it's based on a true story, but still.
Subverted in Zombieland when it looks like resident Bad Ass Tallahasse is going to be killed off during the shootout at Pacific Playland. Instead, he's too cool to be too cool to live. His coolness wraps around itself to defy trope conventions.
One from Resident Evil, The character was in the movie for all of fifteen minutes (and the evil AI had to cheat to kill him), but the actor's strong performance made a lasting impact.
The fifth movie revisits the cloning subplot, so apparently both One and Rain (who was also Too Cool to Live) may be coming back.
Garet Jax in The Wishsong of Shannara. The man is called a "weapons master" because no matter who his opponent is, and what weapon he uses, he will still manage to pull off a crowning moment of awesome and come out alive. Well, until he defeats an ancient Eldritch Abomoniation in a heroic sacrifice.
Both Thomas and Pug from the The Riftwar Cycle have become too powerful to be sufficiently challenged by the threats that often appear in the later books. As such they are often described as being elsewhere or just missing.
Inigo Skimmer is the best damn character in The Fifth Elephant (beyond Vetinari, who is, to be fair, employing him). He's also an absolutely superb fighter and Assassin. Sadly, when he's attacked by a large group of werewolves, not superb enough. One of the best Discworld characters, and he only got through half a book. Tragic.
A Song of Ice and Fire: Syrio Forel, Beric Dondarrion, and Oberyn Martell, the Red Viper of Dorne, to name a few.
Eddard Stark however is pretty awesome and his death sets the tone for the whole series brilliantly.
Fittingly, in the HBO adaptation, he's played by Sean Bean, who tends to play these sort of characters a lot.
And Khal Drogo. His actor in Game of Thrones was so upset that the character got killed off that he proposed to the showrunners that a Backup Twin could show up in the second season.
Qhorin Halfhand. Too badass.
Oberyn Martell. Certainly gained a huge following while he was around.
Everworld has a character with the appropriate name of MacCool who fits the trope very well for a minor character. MacCool is an elf who is a romantic rival to Christopher, and as his name implies, his characterization mainly consists of being cooler and more impressive than Christopher. He dies fighting against a danger very unfamiliar in Everworld: humans armed with machine guns. And of course, there is a perverse satisfaction in the fact that Christopher was the one who had known about the gunmen and how to protect against them, but MacCool didn't follow his instructions.
Talaan, the main Action Girl from Heroes Die, who, if this editor's memory serves correctly, may have been a better fighter than Caine.
Rachel from Animorphs. Though she does last quite a while (she dies in the final book).
Les Misérables: Enjolras and all the Amis. Gavroche. At the end, even Valjean has to be united with the For... wait, wrong fandom. And what for? They were all cooler than that whiney Gary Stu Marius.
In Guy Gavriel Kay's The Fionavar Tapestry, first Kevin then later Dairmuid. Basically all the most cheerful characters. Though the later is partly a subversion as Dairmuid dies to save Arthur from this trope.
Roy Meritt from Daemon. His status transcends death, being revered by Darknet operatives well into the sequel.
Bridge to Terabithia: poor Leslie. This is intentional, as this book is Based on a True Story of how the best friend of the author's son was suddenly killed by lightning, AND she is described as remembered by Jess and others, thus looking cooler than she would otherwise.
Don't forget about Sirius Black, Tonks, Lupin and Moody.
In the timeline of World War Z, General Raj Singh narrowly escapes this trope (unwillingly—he rediscovered tactics that would have worked against the Zombies with enough ammo, and has to be punched unconscious to be 'coptered to safety), only to play it straight during an evacuation—by manually detonating the bomb on a mountain pass, so that the safe zone remains ghoul-free.
Tuvix, from the Star Trek: Voyager episode of the same name. Those MURDERERS!
Also One, the future Borg from "Drone."
Faith from Buffy the Vampire Slayer. Actually she was lucky — she got off with eight months in a coma and then most of the rest of the series in prison.
Likewise Kendra, Joyce Summers and Jenny Calender.
Doyle from Angel also fits this. Sadly, Glenn Quinn in real life as well.
A few one-shot or minor recurring characters might count, as well. Some examples include Holden Webster from "Conversations With Dead People" and Skip from the 3rd and 4th seasons of Angel.
Curtis from 24. Whom TWOP calls the show's "Handsome Black Agent", who teams up with Jack and dies ignominiously.
And President Palmer.
And Bill Buchanan.
Fringe has quite a number of these, unfortunately...
First up is David Robert Jones, the first real villain in the series.Twice.
Alternate Lincoln Lee was as cool and they come.
Thomas Jerome Newton, the series most badass and suave villain to date - and the only one to transition over two seasons. Sadly, it was not meant to last.
September too.
Sam Weiss. Yes, HIM - and worst of all, he was given an extremely unceremonious off-screen death accompanied by only a passing mention.
Omar from The Wire. Not until the last season though.
Chris dies at the end of the second series of Skins.
The BBC's Robin Hood introduces Meg, a smart, spunky girl who shows intelligence, compassion and an endearing sense of entitlement that gets Guy of Gisborne to stop moping and rethink his priorities. Meg's counterpart Kate spends the entire episode sulking and moaning (as per usual) and tops it off by trying to manipulate a dangerous situation so that her romantic rival is killed off. Now, guess who dies and guess who survives the entire show.
Victor from Burn Notice. He's as intelligent as Michael, he plays off Michael's personality very well (as well as providing copious amounts of Ho Yay), he would be very useful and interesting in Michael's day-to-day jobs, he is funny, he is played by Michael Shanks, and he dies in the episode where he teams up with Micheal. Damn it.
Alas, poor Peggy. When the battlestar Pegasus shows up halfway through Season 2 of Battlestar Galactica, she was doomed from the start by virtue of being a more advanced and awesome battlestar than the Galactica. And so, alas, she was taken from us far too soon, at the hands of recently-promoted (idiot) Commander Lee Adama - after only appearing in any significant roles in a couple of episodes before her demise. Because Ramming Always Works.
Vikings: Erik, a towering, heavily muscled Viking warlord who hewed apart Saxons with a single strike, who sent men flying with a single shield bash, and who was played by Vladimir Kulich, is this in spades. He was mourned, both in universe and out. His death also spurs the main character to bring down the despot Earl who rules the tribe.
Game of Thrones: Khal Drogo and Eddard Stark are probably the two biggest examples from the tv series, at least so far.
Jory, Ned Stark's right-hand man and Yoren, the recruiter for the Night's Watch are also suitably awesome, before dying shortly afterwards.
There are so many examples of this present in Game Of Thrones, it has lead to some fans jokingly suggesting that the show could easily be renamed, "Too Cool to Live: The Series".
This is averted in Tokusou Sentai Dekaranger. Doggie Kruger seems to have been killed by Agent Abrella in the 3-part finale, but near the end of the final part, it's revealed he's still alive. Cue the Crowning Moment of Heartwarming.
There's no way Dollhouse could keep Bennett around. She's just too damn distracting.
The white-haired British guy in Stephen King's Rose Red. Level-headed, brave, not too bad-looking, and friendly with the rest of the characters, even the crazy leader who, like a certain Jack Torrance was way too comfortable in the sapient, giant, evil house — yup, he was doomed.
What makes his death a real shame though was that he died saving the life of a woman who was stupid enough to leave the group in middle of a house that was trying to kill them. And why did she leave? She wanted some iced tea.
Adam Monroe from Heroes definitely fits this trope.
The Ninth Doctor from Doctor Who, who's the second most short-lived Doctor after the Eighth Doctor (who has the excuse of being in a TV movie), in spite of being concentrated amounts of eccentric awesomeness.
Really, all the Doctors, being Crazy Awesome, qualify to a certain extent. They all get replaced by another awesome incarnation right after regeneration, though, so it's all good.
The DoctorDonna.
Father Octavian, from the 2010 series. Iain Glen really is just THAT awesome. Even the Doctor is genuinely bummed out by his death.
Mrs. Moore from Rise of the Cybermen/Age of Steel also qualifies.
Rita from The God Complex is intelligent, competent, witty and all-around awesome, to the point that the Doctor jokingly tells Amy she's fired as his companion within a few minutes of meeting her. She is so very doomed.
While Bryce Larkin might not be the most sympathetic guy in the series, he is certainly much cooler than the lovable loser the main character is at the beginning of the series. Accordingly, he is killed in the pilot. He gets better.
Sokichi "Boss" Narumi from Kamen Rider Double, a hard-boiled detective who lives by the ideal created by authors like Raymond Chandler and who radiates awesome and badass from every single fiber of his being, but deep down still has his soft side. And all this is before you factor in that he's also a Kamen Rider. To put it simply, the Boss is a smooth criminal.
Kristina Kell in Survivor: Redemption Island was probably the only player besides Rob on the Ometepes who had a brain. First thing she thought upon seeing the return of Boston Rob and Russell Hantz? Rob's gotta go ASAP. She proceeds to find a hidden immunity idol before the first tribal council with no clues. A show record. Unfortunately she's voted out fourth and booted early, ending hope of anyone interesting from the Ometepe tribe going far.
Kristina definitely had a bunch of enemies in the editor crew - She only got screentime when she was shown finding the idol, during tribal council, and on redemption island. The "recap" before the finale conveniently glossed over how Kristina caused a schism in Rob's tribe so early, and Probst didn't even so much as look in her general direction at the Reunion show.
Several characters on LOST. Mr. Eko steps out though because he died so early on and with so little time on the show.
Godric from True Blood was arguably more interesting than the main characters. Naturally, he dies just a few episodes after his introduction.
This happens frequently on Merlin what with the writers' remarkable gift of writing fascinating One Shot Characters, casting veteran actors to play them, and promptly killing them off. Notable examples include the druid Aglain (played by Colin Salmon), the Warrior Monk Alator (Gary Lewis) and the sorcerer Ruadan (Liam Cunningham). That last one was an incredibly rare example of a magic-user who was opposed to Camelot and the Pendragons, but not overtly evil, making his death all the more frustrating. There was also Finna, a Badass Grandma and Isolde, one of the show's few Action Girls.
Also, an oracle told Achilles that he would either have a long and undistinguished life or a short but heroic one. He chose the heroic one, as we all know.
Tabletop Games
Pretty much all the Planeswalkers in pre-Time SpiralMagic: The Gathering. Planeswalkers, previously, were godlike beings of immeasurable power over not just one world, but all worlds, and the games were supposed to represent their duels (which were more like petty games than actual wars, since they could not be truly hurt). However, Wizards of the Coast realized that this meant that any time a character became popular/powerful enough, they could no longer write stories or make cards about them, and also made it difficult for the players to relate to them. So it was decided to tone down the power of Planeswalkers, and in the process the board was wiped clean, with virtually every existing Planeswalker destroyed.
To give you an idea, post-time spiral, only Nicol Bolas and, later Karn have managed to survive. Venser, the first of the "Neo-walkers", also proved to be to cool to live. Phryexia as a concept has also managed to make it back from the dead, though.
All the Primarchs in Warhammer 40K are dead or ascended in the contemporary setting. As genetically engineered demigods of war, they would unbalance the grimdarkness considerably. They do appear in the Horus Heresy though.
An example from the latter series would be Hastur Sejanus, a member of the Mournival and Horus' best friend. Famed for his even temper and levelheadedness, his death on more or less the first page of the first book is an 'in universe' example of this, as with him around, the first trilogy likely would never have played out this way, since the plan hinged on Horus' feelings of loneliness and abandonement.
Theater
Angel in RENT. What can be cooler than a tranvesite street percussionist with AIDS?
Mia Fey in Ace Attorney. So awesome that it doesn't even take - she keeps being channeled through the Phoenix arc by her younger sister and later her cousin.
It's not so much canon as firmly implied that he won't live long, but Godot.
Who else could become a Ensemble Dark Horse post-death than prosecutor and noble thief Byrne Faraday?
Final Fantasy XIII got a rare female example in Oerba Yun Fang. Her Australian accent in the English dub only increased her already considerable Bad Ass quotient. Fortunately for the shippers, she only goes into crystal stasis. Fix Fic here we come!.
Come now, this trope has been in Final Fantasy since the early days. Tellah from Final Fantasy IV, Galuf from Final Fantasy V, General Leo (and possibly Shadow) from Final Fantasy VI... but the champion of this is Final Fantasy II. Scott, Josef, Minwu, and Richard Highwind... so Bad Ass, they made a bonus mode starring them in the afterlife!
Kratos, of Tales Of Symphonia decides to accompany a giant comet made of mana into outer space at the end of the game, never to be seen again. The big bad is dead, there's no reason for him to go, but he does anyway because he's "A relic of the past."
That's not quite right. He's going there to cast away all of Derris-Kharlan's Exspheres to help fulfil Lloyd's goal. Derris-Kharlan is about the same size as a planet. It's gonna take a heck of a long time.
Damnit Asch if you'd stop overshadowing Luke, you wouldn't be dead now would you?
Zero averted this, thanks to fan outcry over his Heroic Sacrifice. (That, and the creator wanted him to be the new Mega Man but Capcom said no.) Depending on the endings you get, he dies later, but not canconically. In X5, he dies again, but comes back due to more Executive Meddling, and seals himself away at the end of X6. By the end of his own series, he dies permanently...but is brought back as Model ZX in Mega Man ZX along with the Guardians.
Wodan Ymir from Super Robot Wars. So imagine that you've got the awesome Sanger Zonvolt, and then you CLONED him, and said clone inherits ALL his awesomeness. Can the universe keep itself from imploding with the awesomeness those two emit? The clone gotta go.
Likewise from the same series, Ouka Nagisa, the School Kids' Cool Big Sis. She had her chance being resurrected, because the next game after her death would feature R's Duminuss who is famous for resurrecting Master Asia with Devil Gundam Cells, and Ouka died being surrounded with Machine Cells, DG Cells equivalent for OG. Yet, they picked Lamia to fill in Master Asia's plot point because Ouka was also Too Cool To Be Resurrected.
Nihlus Kryik from the first Mass Effect. Bad Ass Spectre, intrigued by the potential of the human race, clearly established as a mentor for Shepard, dies thirty minutes into the game. Samara (from the second game) describes how he outwitted her after a two week game of cat and mouse: namely, turning her own Code against her. Bear in mind that Samara is a thousand year old asari Justicar that started fighting injustice around the same time Napoleon was marching on Moscow.
Samara and Morinth. Whichever one dies definitely counts.
Thane Krios and Mordin Solus from Mass Effect 2 are both very popular with fans and highly likely to die during ME2's suicide mission; Thane is terminally ill and Mordin is at a fairly advanced age for a member of a race with a 40-year lifespan, and neither character's skillset is well-suited to front-line combat. If they make it to ME3, Mordin is all but guaranteed to die during the mission on Tuchanka unless a very specific set of requirements (one of which is killing off another former squad member) is met, and Thane inevitably dies stopping Kai Leng from assassinating the salarian councilor.
Also in Mass Effect 3, Legion dies no matter how the situation on Rannoch is resolved, either committing a Heroic Sacrifice to help save the geth, or going berserk and forcing Tali to kill them in order to save Shepard.
Basically depending on your opinion on the characters, but any members of the team in Mass Effect 2 if you haven't completed their loyalty missions (and sometimes even then). Zaeed and Garrus are among the fan favourites and can well die during the final mission.
And of course Shepard him/herself, in all but one ending.
Bill Overbeck from Left 4 Dead. In the new campaign for L4D2, it is explained that Bill sacrificed himself in order for the other three Survivors to go on, allowing them to meet the L4D2 Survivors. Even worse is that you can actually see Bill's dead body later in the chapter.
It should be noted that Teddy doesn't die, but the fact that he's injured to the point that he can't fight (or even speak) until the ending sequence still makes the trope applicable.
What about EVE? Too cool and powerful to stay with the team toward the end?
In Suikoden II you have Genkaku (your father figure) and Annabelle (Muse's mayor).
In Suikoden III Jimba bites it, moments after revealing who he really is to his oblivious daughter, who'd spent a sizable portion of the game searching for him.
In Suikoden IV you have Glenn the chief of the Knights of Razriel and your father figure (more or less).
In Suikoden V you have Ferid and Arshtat, your parents. Actually, whenever you are the parent of the main hero please apply for a swift death and the hand of this trope.
Since Namco enjoys teasing their fans, the director's cut of the remake includes a New Game Plus option to play through the game following Leon as the main character instead of Stahn. Fans were hopeful that there would finally be a story path where he wouldn't be Too Cool to Live. Nope, he still dies, and the game ends there.
If that weren't enough, Stahn himself dies between Tales Of Destiny and Tales of Destiny 2. (Although due to messing around with the timeline, in the end he gets better.)
In the Halo series, Sergeant Johnson appears to fall into this trope twice, but survives off-screen the first time around.
Comes up again with all five members of Noble Team in Halo: Reach. To clarify, the dead characters are the elite squadron commander, the girl with the robot arm, the guy with the skull on his faceplace, the guy using a turret as his primary weapon and the main character who spends his/her last minutes trying to hold off the entire Covenant army. Too Cool To Live indeed.
Advance Wars: Days of Ruin features the grizzled, experienced, charismatic, and tirelessly selfless Captain Brenner, the undisputed commander of his unit of heroic soldiers, and, for all intents and purposes, the protagonist of the first half of the game. Since the younger, far more BishōnenWide-Eyed Idealist newcomer Will has to have some plausible reason to take the mantle from Brenner....
E-102 Gamma from Sonic Adventure... and then his parts are used to create E-102r, a.k.a Chaos Gamma... and then he gets an extremely badass "younger brother" E-123 Omega (who was first voiced by JonSt. John, of course.)
In Baten Kaitos Origins, party member Guillo is a total Badass, a hilarious Deadpan Snarker, a big Game Breaker in combat, and has a compelling backstory. It sacrifices itself almost immediately after the final boss to save Sagi from a malfunctioning machina.
Ghost from Call of Duty: Modern Warfare 2. He was all around a badass special forces mofo, but the thing that really set him apart was his iconic skull mask. He was killed off rather unceremoniously, however the fan reaction to him was so strong that there was talk of making a spinoff game starring him. The game seems to have been scrapped, however he did end up being included in Sony's ambitious Intercontinuity Crossover commercial Michael.
Sakura Oogami from Dangan Ronpa. The Super High-school Level Wrestler with the buffest body among all of the students trapped at Hope's Peak Academy; though strong and intimidating, she was also level-headed and polite. It also happened that she was The Mole for Monobear, who outed her to the rest of her classmates, which led to them growing distrustful of her. As such, she poisoned herself with intent of uniting the students against their common enemy after her death, and also broke the lock of the headmaster's office; proving instrumental in providing the group vital information.
Amon/Noatak from The Legend of Korra. He learned how to bloodbend outside of the full moon with his mind by the age 14. At the same age, he left home and went into a raging blizzard by himself and made it out alive. When he was revealed to be a waterbender, his bending was shown to be especially badass. Then Tarrlok blew up the boat they were on. It's understandable considering that no matter how much he could change, he'd still always be broken, but still, it's sad to see such a badass like him go.
Tigerhawk in Transformers: Beast Wars is also the latest of latecomers, being only in a handful of episodes. Sell those toys!
Also in TFA Prowl. Just when he's mastered the cyberninja arts and and has become totally awesome, he sacrifices himself to save Detroit.
Also in TFA, Blurr. A very competent secret agent who's able use his superspeed to curb stomp squads of Decepticons. Too bad The Mole realized Blurr was about to blow his cover and had to dispatch him (according to some cut material, he may still be alive...)
The newest member of the too cool to live Transformers club, Cliffjumper from Transformers Prime. Awesome car form? Check. Has cool viking horns on his head? Check. Voiced by The freaking Rock?! Check. Dead before the second commercial break? Check.
Skyquake, a Decepticon version of this Trope, could be considered the Decepticon version of Cliffjumper.
And we can add Dreadwing to the list...
Subverted-Charles Foster Ofdensen from Metalocalypse. He died at the end of season 2 only to return in the nick of time in the season 3 premiere in a truly awesome fashion.
Nabu from Winx Club. Seriously! On top of being an incredibly sweet and nice guy, he managed to single-handedly take out Duman and close a powerful magical portal that would've sucked all of the Earth fairies into oblivion in just one episode…only for him die after using up all his energy. None of the other Specialists ever reached the level of Badass that he did and they have had twice as much screen time. Even though he appeared in the second movie, it seems he is still dead as of season 5.
Rod "Torque" Redline from Cars 2. Voiced by Bruce Campbell, said many funny one-liners, and killed in his second apperence.