"They sing no songs in Hel, nor do they celebrate heroes. For silent is that dismal realm and cheerless. But the story of the Gjallerbru and the god who defended it is whispered across the Nine Worlds. And when a new arrival asks about the one to whom even Hela bows her head, the answer is always the same. He stood alone at Gjallerbru... and that answer is enough."
In an annual story in the MarvelTransformers Generation 1 comic set in Cybertron, Optimus Prime says exactly this to Megatron when the Decepticon leader attempts to attack Iacon. They both survive.
Kol Skywalker in Star Wars: Legacy, during the aptly named "Massacre of Ossus" says to a horde of Sith and stormtroopers: "I am Kol Skywalker, servant of the Living Force! None of you will pass!". As expected, he dies in battle.
Iron Man: Tony Stark in Earth X, knew that he had to keep the Celestials from destroying Earth just long enough for help to arrive. So, he turned his company into a huge Iron Man suit and he went off to fight them off. He was alone and had to fight off a horde of gods. He managed to live just long enough to see that he succeeded.
This was basically how Superman was killed in The Death of Superman arc. After getting his ass kicked across America while trying to fight Doomsday, he finally plants himself in Metropolis and refuses to budge, saying the only way Doomsday will ever destroy his city is to kill him first. Doomsday proceeds to do just that, but takes such a beating in the process that he dies as well.
It happens in Supergirl storyline Red Daughter Of Krypton when Sheko tries to read Supergirl's memories. A memory of Alura blocks her, declares firmly that her daughter's mindraping is NOT going to happen and throws her out:
Sheko: You... You can see me? Alura: OF COURSE I can see you. Now GET OUT of our home! Sheko: Who are you...? Alura: Alura Zor-El! Praetor of Argo City! And you trespass at your peril!
Exoristos says this word for word in Demon Knights #7 as she is the last person remaining that's protecting the village. Then the Big Damn Heroes arrive.
A rare version where the hero survives; In JLA/Avengers, during the final battle between the combined teams of heroes and the horde of villains under Krona's control, Wonder Woman orders the other heroes to press the attack while she takes on anyone or anything that would attack from the rear. Just as Surtur is about to advance on Wonder Woman, her mother Hippolyta and She-Hulk offer to help her out.
Parodied in Avengers Academy, when the Runaways try to sneak into the Academy and are caught by Juston Seyfort and his Sentinel. Upon learning that Sentinels kill mutants, tiny little Klara Prast elects to take on the big-ass robot to protect Molly Hayes. Thankfully, there was probably not much chance that anyone was going to die in this little misunderstanding, though it did lead to one of Klara's most hilarious lines.
Klara Prast: Run, Molly! I will restrain the automaton!
In Nemo: Heart of Ice, Ishmael stays behind to delay the pursuit of Janni and the others. He takes one of the ice schooners into the crevasse with him in a Heroic Sacrifice.
Happens in a very early arc of Prince Valiant. After being given the Singing Sword, Val uses it to stop Viking raiders who have abducted his beloved Ilene from crossing a bridge (pictured here) while his rival-turned-ally rides to get The Cavalry. He eventually passes out and is captured too, but at least lives to fight another day. Year. Decades.
In Annihilation, Drax the Destroyer and Cammi are about to board a ship with the forces of the Annihilation Wave hot on their heels. Over Cammi's protests, Drax stays behind to buy time for the ship to escape. As the ship takes off, Drax faces the oncoming army of alien horrors with nothing but his knife. He survives, and shows up later in the story to finally complete his mission of vengeance by ripping out Thanos' heart. Thanos doesn't return from the dead until much later.