The Death of Clovis. This Clovis outright realized in his final moments that he had let his hatred consumed him. So, what were his last words, the ones to his killer? To not let hatred consume them as well. Of course, we all know that was a bit late advice...
Shirley gets put through the wringer in the first arc. She's driven to the edge of madness by her uncontrollable Stand, nearly shoots herself before the Stand prevents it. She's comforted by her crush ... who plans to use her for his own plans for rebellion. She's nearly killed in a battle with her own unaware father before Lelouch (seemingly) kills him himself. Finally, she's forced to graphically suffocate the Stand Out leader, who even intentionally lets himself die like that to make her suffer. In the end, she's only prevented from breaking down completely by fully embracing the role of Zero.
Arc 2
Hey Jude is this in addition to being utter Nightmare Fuel. The Stand traps you in an illusion and forces you to relive the worst moments of your life. The only way to avoid being trapped forever is to let events play out exactly the same way as they did before. It forces you to watch your loved ones die, your home get destroyed, your relationships utterly ruined, over and over again if you're unable to getaway. Even if you Choose to Stay it's all for nothing. Once the Stand is defeated the alternate world and all its people disappear with it. There's nothing you can do but let your loved ones die.
The worst part is that the only way to stop Hey Jude from taking over the entirety of Japan is to kill its user, Kallen's mother, who is just as much a victim of it as everyone else. She ends up dying because she can hear Kallen crying even through her dream-induced haze and wakes up (automatically dying of having a Stand and Geass simultaneously). And Kallen can't do anything to save her, even with her enhanced reflexes.
Arc 3
Chigusa's final moments before killing undead!Kusakabe, at the cost of her own existence as a person.
Remember me.
Arc 4
Arc 5
Once Dio takes center stage as the main antagonist, the intensity of the heroes' struggle for survival is amped up in turn, with two lovable characters being Killed Off for Real.
First is Sayoko. Entrusted to get weaker combatants, prisoners, and noncombatants to safety following JOJO's downfall, her party is ambushed by Vanilla Ice. She prepares to fight valiantly to defend her charges, but she has no idea who she's up against and is brutally slaughtered by Cream, with Dio's enforcer kidnapping Milly and Euphie while recruiting Marika Soresi to his master's side.
Second, later on, is Rivalz. With Rolo and Joseph no match for Dio's combination of Stand and Geass, Euphie unconscious, and Milly vulnerable, Rivalz takes up the fight with his brand new Stand Powerslave. He knows that unlike his friends in the Ashford Student Council, he is decidedly ordinary and average, with no real combat experience or tactical acumen. Still, with some encouragement from Milly and knowing that Dio plans to murder millions, Rivalz puts his all into stalling for time until help arrives, even having Powerslave possess the Siege Perilous, which actually manages to give Dio a fair bit of trouble. However, the Chancellor of Britainia uses his Geass to force Rolo and Milly to start playing out the canon scene of when Rolo killed Shirley, and Rivalz willingly abandons his defense to protect his friends, leaving himself wide open for Dio to murder. The chapter ends with Shirley finding his body impaled on a statue, only for Rivalz to force himself out of his near-death experience to protect her from Dio's Geass, protecting his friends one last time before expiring for real.
Shirley dies against Schneizel. After fighting so long, and finally coming into her own outside of 'Zero', she gets a Stand-fist through the torso, bleeding out before Schizoid Man can give Lelouch a last kiss.
