|Rocco and His Brothers (Rocco e i suoi fratelli) (1960) [Nadia]: Stabbed repeatedly in the stomach and back by Renato Salvatori by a riverbank. (Thanks to Vincent)
Vice and Virtue (Le Vice et la virtue) (1963) [Juliette Morand]: Poisoned by Robert Hossein.
A Most Unusual Woman (La Donna scimmia; The Ape Woman) (1964) [Maria]: Dies in childbirth (in the European version). (Director Marco Ferreri also shot a happy ending for the US market, in which Annie not only survives the birth but is also cured of her excess body hair; I've only seen the US version.)
The Seed of Man (Il Seme dell'uomo) (1969) [Anna, the Foreigner Woman]: Bludgeoned to death by Anne Wiazemsky.
Les Miserables (1995) [1942 Thenardiere]: Strangled by Philippe Leotard, after she shoots him in the back. Their bodies are shown afterwards when Michel Boujenah emerges from hiding in the cellar.