Vampire in Brooklyn (1995) [Maximilian/Preacher Pauly/Guido]: Playing multiple roles, "Preacher Pauly" is bitten on the throat and drained of blood (off-screen), by "Maximilian," who then assumes Pauly's appearance. "Maximilian" is stabbed in the heart with a silver stake by Angela Bassett; his body then melts into nothingness. (Thanks to John, Mathew and Drew)
Nutty Professor II: The Klumps (2000) [Sherman Klump/Buddy Love/Granny Klump/Mama Klump/Papa Klump/Young Papa Klump/Ernie Klump/Lance Perkins]: Playing multiple roles, "Buddy Love" rapidly de-ages after being given an overdose of the youth serum by "Sherman Klump", who plans to ingest him so that their separated DNA can be re-joined. "Buddy" de-ages into a baby and then subsequently into a sentient pile of goo (by this point, CGI with Murphy's voice) before evaporating altogether.
The Adventures of Pluto Nash (2002) [Pluto Nash/Rex Crater]: Playing a dual role as both the original "Pluto Nash" and the clone "Rex Crater", "Rex" is thrown through a window by "Pluto", falling to his death onto a blackjack table. ("Pluto" survives the movie.) (Thanks to Scott and Tommy)
Dreamgirls (2006)[James 'Thunder' Early]: Dies of a heroin overdose; his body is shown afterwards (completely covered by a sheet) being carried out on a stretcher during a TV news broadcast.
A Thousand Words (2012) [Jack McCall]: Temporarily dies of a heart attack at his father's grave after using up all of the thousand words he can say due to his spiritual connection with a mystical tree. He is then brought back to life, having redeemed himself through the way he used his last words.
Saturday Night Live (March 12, 1983) [Various Characters]: "Buckwheat" is shot twice in the chest by the unseen "John David Stutts" (also played by Eddie); the footage of the shooting is shown repeatedly during the news broadcast. (Played for comic effect)
Saturday Night Live (March 19, 1983) [Various Characters]: "John David Stutts" is shot in the stomach by an unidentified assailant; the footage of the shooting is again shown repeatedly during the news broadcast. (The footage of "Buckwheat's" death from the previous week is also replayed.) (Played for comic effect)