How about any of the Highlander episodes or movies?
While not that great a movie, Endgame had its good points (some of the fighting was the best I've ever seen), and the way Connor layed down his life (but went out kicking) so that Duncan could defeat Kell was an honorable way to die. (Though seeing Connor depressed all the time in the last 3 movies sucked).
And you all Forget to mention The Ferrett (Kodo or Podo?) from the beastmaster movie. Now THAT'S a Hero!
I also liked the death scenes from Conan the Barbarian. Thulsa Doom hacks off Conan's mums head at the openeing scene, and at the end, Conan hacks off his head. Notyhing glorious, no blaring trumpets or anything like that. No heroics, just brutal, painful, bloody hacking with his father's broken sword (Suffer No Guilt Ye Who Wield This Blade In The Name Of Crom!)
Rexor's death was pretty cool to. I didn't know the human body had so much blood!

(Even after the body falls under Conan's slashing blade, a whole bunch of blood flies into the air!)
Then of course anyone killed by John Rambo LOL
Apollo Creed from the Rocky Movies. That was political in a way for the times, but it was still good.
Saruman's death in the LOTR. Talk about a sucky way for old Sharky to die
Data's death in the Star Trek: Nemesis. That did kind of bother me.
Alderaan's destruction at the hands of Moff tarkin and his 'Death Star Drive-by".
In real life, Sam Walton, because we all know Wal-Mart went to the dogs after he croaked. Good old fashioned customer service to greedy, money hungry corporate a-holes who more resemble whimpering ferengi crying over lost profit than the managers they should be.
And then there's my dog, Butch, who I grew up with. I'll never forget that day; I had been home from the Air Force for a few weeks, and there was a family feud going on, and everyone was mad at everyone, and then old butch who was like 15 years old finally died, and that broke the camel's back. I left home again (not to return for near two years), and the rest of the family went thier seperate ways.