Keanu (2016) [Clarence Robinson/Smoke Dresden]: Playing a dual role, "Smoke" is shot to death, along with Jordan Peele's "Oil", by "Rell" (also played by Jordan), on top of having been shot several times by "Clarence". ("Clarence" survives the movie.)
The Predator (2018) [Coyle]: Shot by Thomas Jane (and Thomas by Keegan at the same time) as a mercy killing after Keegan is mortally wounded by a blast from The Upgrade Predator.
MADtv Season 9 Ep.24 (Shot In The Head)(May 14th, 2004) [Shot In The Head]: Commits suicide by jumping through the hospital wall at the end of the skit. (Played for comic effect.)