Bleach: Asguiaro Ebern and Luders Friegen. The latter served as the Mouth of Sauron, declaring war to Yamamoto and acting as the spokesman for the Malevolent Masked Men. The former is the first member of the Vandenreich that we meet, who attacks The Hero within the first five chapters of the latest arc. Luders was thought of as The Dragon; Ebern was seen as The Rival to The Hero. Both were killed by their boss shortly after they're introduced to quickly establish that their boss has an in-universe reputation for possessing a callous disregard for his subordinates.
"Hot Ice" Hilda from Outlaw Star, though it was nearly far enough to qualify her as a Sacrificial Lamb. Clearly a case of being Too Awesome to Live.
One of the most infamous Lambs in all anime is Musashi Tomoe from Getter Robo. He's not nicknamed "Kenny" just for the lulz, huh. He did make it through the entire original Getter Robo before making his Heroic Sacrifice, but later versions would kill him sooner- Shin Getter Robo vs. Neo Getter Robo makes his Heroic Sacrifice the opening scene.
Higurashi no Naku Koro ni subverts and uses this by killing Mion, Rena, Keichii, Takano and Tomitake in the first arc, only to see them back again because of the "Groundhog Day" Loop. They die again in other arcs too. Frequently. However, we find out halfway through the second season that Takano actually never died, and never actually does.
The apparent Big Bad of Code Geass, Clovis, is killed within the first few episodes. By the protagonist. And he is in no way the last.
In an interview, the show's head writer commented that Clovis didn't last as long as originally planned, while the Ensemble Dark Horse (the one with the page image) lasted a lot longer than intended.
This is pretty much what Monica and Dorothea are there for. Bismark, too, to a lesser extent. Gotta give the audience the impression that the final battle is going to be a slaughter house.
In Ga-Rei -Zero- the entire cast is one of these, killed at the end of the first episode. Then we meet the real cast, at *their* death scene, then we go back in time.
Kurokami quickly knocks off one of the main character's classmates and that cute kid from next door in rapid order, both during the first episode.
Darker Than Black has a serious case of this, setting up a ludicrously obvious Meet Cute and then smashing the whole thing to tiny little bits at the end of the second episode. That lady who looked like a love interest? The one who everyone was looking for and who knew a lot about the Gate? She was actually a doll programmed with the original's personality as a trap for Hei, and the main reason for his repeated rescues (not to mention flirting) was so that he could get information out of her. The original Chiaki was Dead All Along. By the end of the second episode, Chiaki has had this happen to her twice. It says a lot about the series that someone so obviously set up as a major character had been used as a human shield within two episodes of their introduction.
Nika plays this role in the second season. He's a friend and possible crush for Suo, not to mention the other person among their friends to suffer from becoming an Un-Person. Not to mention the possible drama of him interacting with friend-turned-Contractor, Tanya. Nope, he's just horribly murdered by Tanya, which serves the purpose of unleashing Suo's Superpowered Evil Side.
Subverted with Suo's dad, who also gets killed off very shortly into the second season — the one Hei killed was actually a copy made by Shion's power, and the original escaped.
In Shikkoku no Hana manga a girl who just became a really interesting character was blasted into dust simply by a freakish accident no one wanted or expected, leaving Hei and her bewildered friend only a shoe.
Kotori from X1999 dies early on. It is foreordained that she will die.
In Naruto, this role belongs to Ill Boy Jonin Hayate Gekko, the original proctor for the Third Stage of the Chunin Exams - he gets a little screen time (in which, to be fair, he does a fair bit) before being the first named good guy from the main storyline to snuff it. It's true he dies later than most, but still qualifies as his death heralds both the steadily darkening storyline and the first major character death, 3rd Hokage Hiruzen Sarutobi.
Kanade from Senki Zesshou Symphogear. Symphogear actually wasn't very kill-happy at all, but they used Kanade's death in the first episode to plant that little seed of doubt in the audience's mind that character X might be dead for real.
Monster has quite a few of these, such as Mauler and Nina's foster parents, but their deaths are legitimately tragic, and they're remembered by the other characters rather than simply forgotten.
EVERYONE not named Yui in the first two episodes of Muv-Luv Alternative: Total Eclipse. And considering those characters were filling out standard character role tropes nicely... the notable Bait and Switch nature of the anime kicks in. Horrifically.
Psycho Pass: Yuki, a minor character who was introduced as Akane's friend outside the Public Safety Bureau early on, is used to lure Shinya in one of Senguji and Makishima's "hunting games". While she and Shinya manage to kill Senguji, Makishima captures her and shortly after kills her in front of Akane as punishment for the latter's inability to shoot him. This is the first time Makishima kills somebody with his own hands, rather than indirectly causing their death.
Nina Tucker in Fullmetal Alchemist - or, rather, the chimera that was created out of her and her pet dog by her Mad Scientist father. It's Played With a bit in that her death does have a big effect on Ed and Al's Character Development and they bring it up often later (usually to reflect on how they were powerless to save her) - but it doesn't do much to move the plot other than to confirm what the audience already knows about how screwed up the Amestrian military's priorities are. Overall, her death contrasted with that of Hughes later on is a good way to illustrate the difference between this trope and Sacrificial Lion.
Baccano!! kicks off its three-way train hijacking when a cultist shoots the Flying Pussyfoot's cheerful redheaded young conductor at the Deadly Closing Credits. Or so it seems. The gunshot is for the cultist's death, after said young conductor kicks the gun out of his hand and turns it on him. Then the young conductor makes his "corpse" by nabbing a second hijacker and shaving his face off with railroad tracks. Then the young conductor decides he's going to deal with this whole train hijacking situation by going on a blood-soaked killing spree. And thus the Rail Tracer is born. For bonus points, he even hangs a lampshade.