Complete Monster: Lord Salamander, as leader of the pirate guild/space mafia, is responsible for a great deal of the atrocities they regularly commit across the galaxy, while also hosting violent underground blood sports. Desiring to rule over the galaxy, Salamander turns a peaceful religion into a fanatic death cult, while having 12,000 planets launch statues of their goddess into orbit, unaware that they are rigged weapons that will bombard the worlds until they submit to Salamander's rule. Murdering his followers to avoid sharing power, Salamander is barely stopped by Cobra and spitefully attempts to destroy Earth to deny Cobra satisfaction at his victory. His true identity makes things worse, as Salamander is a psychic project for the crippled body of Adolf Hitler, hungering for conquest after 3000 years.
After that he's in a fight with the Guild pirate Sandra, who's using a powerful lightning gun against him. How does Cobra defend himself? He rips out a bunch of iron bars and hurls them directly into the lightning bolts, because IRON ABSORBS ELECTRICITY! Sorry Cobra, it doesn't...
He's Just Hiding: Rock Knight in the Sega CD game gets this a lot. Many fans have declared Fanon Discontinuity on his death. This includes the boys at Retsupurae, who shouted cries of "NOT CANON" instantly after the death scene in question.
A game based on the Royal sisters storyline was released for the Sega CD, and is generally regarded by those who've played it to be pretty bad, with Cobra as a Designated Hero through most of it and every other decision tree having But Thou Must! pouring out of it. It was the subject of a seven hour MST by Retsupurae.
Inverted if you're talking about the more recent lightgun game, based on the same storyline, although Your Mileage May Vary since its gameplay is damn-near identical to Time Crisis.