There is a lot of examples were the Big Brother Mentor (unlike the more generic Obi Wan) does not die at all, and even sometimes gets a character development/maturing factors for himself within the story, in parallel or despite the Hero´s development, often pointing to very different objectives than those of the hero, more accord with his "grown-up" status.
In my opinion, this further diferentiates this trope from the Obi Wan, as the Obi Wan is a fully developed character whose sole mission is to guide the Hero, while the Big Brother Mentor is a character that still have things to do in the world by himself, aside from being mentor.
When this character actually dies, he often gives the Hero the obligation to fullfil HIS mission, BESIDES the Hero´s mission
Examples are Racer X from Speed Racer, Holland form Eureka Seven (the granpa of Renton also from Eureka Seven could count), The Golden Saints for Saint Seiya, Quattro Bageena in Gundam Z, or the X-Men characters when they appear in their junior series (like New Mutants, X-Force, X-Generation and the like). I think that the point of NOT dying and get character development and growing maturity by him/helself is very important, enough to be mentioned not only as a "collection of exceptions" of the Big Brother, or even to create a complete separated sub trope (that could be called the "Badass Brother" "Grump" (for grown-up) or the like.
Edited by Anakarsis
I added an example of Jonathan being a Big Brother Mentor to David. Justification is here because it's too bloody long for the entry.
Jonathan was at least a few years older than David; he was out kicking Philistine tail (I Samuel 14) while David was still herding the sheep; David's not mentioned until I Sam. 16, and then as a young man. The law (in Exodus) stated a man had to be at least twenty years before he could be a soldier.
David was the eighth of his brothers (seven passed before Samuel; then David was called.) Only the three eldest were at the battle where David had his famous first fight. At least one major campaign took place in ch 15, after Jonathan's butt-kicking in ch 14.
More indicative of Jonathan's age is that when David took the throne, he called for any of Saul's and Jonathan's relatives to come forward. Jonathan's son Mephibosheth -a young man- was brought forward. (With a son of his own, Mica! II Sam. 9) If you read the Bible, it's fairly easy to add time up and tell that David would have been around thirty at this time. And Jonathan would have had a grandson. That indicates roughly a ten-year difference. (Give or take a few.)
Hence why this example belongs here instead of under another 'brothers' trope.
Coming back to where you started is not the same as never leaving. -Terry Pratchett