The lovable Maes Hughes of Fullmetal Alchemist dies a way's into both versions of the series (but especially in the 2003 anime, where his death was one of the cruelest twists in the series). He was already well underway to unraveling the plot before the main protagonists (and it's not until a good deal later that the protagonists and the audience discover just how close Hughes had come to figuring out the villains' scheme) and even manages to get the drop on his assassin. Unfortunately, the assassin wasn't human.
The Movie of the series changes this so the minor pilots live to the end and assist in the final battle.
Leomon in the Digimon Franchise. Incidentally, he's an actual lion. This is a recurring in-joke for the meta-series which the directors are entirely aware of. When they were deciding on which digimon would be killed during Digimon Tamers they chose Leomon simply because he had been killed before. Other seasons seem to follow suit and at least one Leomon is killed per continuity.
Every member of the Band of the Hawk who isn't Guts, Griffith or Casca dies horribly during the final episode of Berserk after Griffith makes his Deal with the Devil and marks everyone for sacrifice to the Godhand. The only other survivor of it all was Rickert, who had the good fortune to not be with the general group when the Eclipse went down.
Theresa of the Faint Smile in Claymore. More a variant of this trope, as we know she's dead from the start, but are shown her story (and thus Clare's backstory) about a third of the way through the main plot, and if the backstory were presented first, the audience would never see it coming.
It then happens again later on to show just how out of their league the Claymores are in the Northern campaign, where Rigald takes out Undine, Veronica, Jean, and Flora in rapid succession. Although Veronica was basically a Mauve Shirt, the other three had all gotten fair amounts of character development by this point, and only Jean was able to hang onto life long enough to make her death shift from "shocking" to "tragic."
Legend of Galactic Heroes has two separate instances of this trope. The first is Kircheis, Reinhard's best friend and equal, who takes a bullet for him a quarter of the way through. The second is Yang Wenli, the main character next to Reinhard, who is shot in the leg and dies from blood loss three-quarters of the way through.
In the original Saint Seiya, Silver saint Orphee mid-way through the Hades arc, seconds after their raid on Judesca failed and its revealed Hades' true body is Shun.
Starscream meets his end this way in Transformers Armada. After battling with Megatron and trying to convince him that Unicron is the real threat, he finally attacks Unicron himself and is destroyed in one shot. (Of course, considering how much damage he'd taken already, it was hardly a surprise.)
In Blood+, George asks to be killed by Saya before Delta 67 could turn him into a monster.
Lieutenant Blue, the movie's (arguably) Good Counterpart of General Blue in Dragon Ball Mystic Adventure was this. He tried to warn Emperor Chiaotzu about Tao and Shen's treacherous ambitions after somehow stumbling on Ranfan, Chiaotzu's wife, in Shen's bedroom, which got him killed by Tao.
In the main series we have two Sacrificial Lions in Krillin who dies the first major death in all of Dragon Ball and then Future Trunks towards the end of the Cell Saga to show just how bad things got.
Bora's death at the hands of Tao also qualify. His first appearance had him being strong enough to take out an entire unit of the Red Ribbon Army long before Goku got there, and was also a noble Indian. He ends up impaled by his own spear by Tao.
Perhaps as an intentional mirror of the audience, Amuro initially refused to believe that Ryu was really dead after Sayla tried to break the news to him.
Bleach: In spite of his minor role, Choujiro Sasakibe's death is not only violent and bloody, but plays out as a major Wham Episode, due to no good guy dying before this. It also seemed to have a lasting impact on Yamamoto and Byakuya's attitudes towards the Vandenreich. Yamamoto became much more angry, aggressive and impulsive than normal and Byakuya became more merciless.
HiruzenSarutobi, the Third Hokage in Naruto, who went out fighting Orochimaru, the Big Bad of Part 1. Even though he goes via Heroic Sacrifice, it still counts as the villain had pushed him into a spot with no alternative, and was the first major "good guy" death (2nd following Hayate Gekko). It also has a huge impact and lasting consequences (specifically, being replaced in his station by Tsunade). His son Asuma, Team Leader for Team 10 qualifies even moreso, dying partway into Part 2 and embellishing how dangerous Akatsuki members are. Incidentally, in the two anime adaptations both Sarutobi men die in Episode 80.
And now, it appears that Ao, Shikaku Nara, Inoichi Yamanaka, and the rest of the sensors have been killed after the alliance's HQ was attacked by the Juubi, just to show how dangerous the damn thing is. Made extra poignant by Shikaku's determination to stay there and make sure he gets one final message out to the alliance, despite knowing full well that none of them will make it out alive.
Shusei in Psycho-Pass in Episode 16. The plot seems as if it will suddenly wrap up in this episode, despite more episodes left in the season...and then it is revealed that Choe has managed to see the Sibyl System, something that arguably controls the majority of society. Shusei follows him into the room where the Sibyl System is located...and then Choe gets shot by the Police Chief who shows up almost out of nowhere, with a Dominator that makes his head asplode. Shusei is relaxed, since he is technically a cop and Choe was an accomplice to Makishima who had been caught earlier in the plot. Turns out, the chief wants Shusei dead as well and Shusei finds out the chief is a Cyborg...right before he is also shot with the Dominator, in a way that guarantees a messy death.
Aina Sakurai of Valvrave the Liberator. She's a close friend to the main cast, and is one of the few people who knows the secret curse of the Valvrave pilots. Then, she is killed, unsurprisingly for a small girl caught in the middle of a 0-gravity combat zone. Her death serves to focus the minds of all the people in the school, serving as a reminder that things are serious now, and giving a few characters someone to avenge.
Marco Bott from Attack on Titan. Even though the series has a high body count, and many trainees die during the Battle of Trost, he is the only member of the Top 10 killed in action. This leaves his comrades deeply shaken, as he provided vital leadership and emotional support to the others. In particular, it inspires Jean's evolution from a selfish and cynical jerk into a capable young leader — abandoning his dreams of an easy life with the Military Police Brigade in favor of joining the Survey Corps. There's also the very sinister hints about the circumstances surrounding his death, when his missing gear turns up...
The majority of the veteran officers in the Survey Corps, in particular the members of the Special Operations Squad. Their deaths at the hand of the Female Titan drives home just how dangerous she is compared to normal Titans.
Sheena in the Strider manga, during the 2nd chapter. Her death is the catalyst for both Hiryu and Kain's turning on their superiors to take on the Mega Corp. wanting to Take Over the World through mind control. Specially for Kain, who was the one who killed her during a brainwashed state.
The 'Stardust Crusaders' arc in particular has plenty of characters to dispose of to show how dangerous Jotaro's opponents are.
The whole Zeppeli family has this as their role in the other arcs. They show up stronger than Jojo on their first appearances, teach or train alongside him until they're closely matched, then die against a superior opponent, leaving him the power to avenge them.