|Diana Wynyard (1906 - 1964)
Ex-Mrs. Carol Reed
|Rasputin and the Empress (1932) [Princess Natasha]: Executed (off-screen), along with the rest of the royal family, by a firing squad of Bolsheviks; we only see them facing the Bolsheviks before the shooting.
Freedom Radio (A Voice in the Night) (1941) [Irena Roder]: Machine-gunned by Gestapo officers as she makes a resistance radio broadcast from inside an ambulance, after she picks up the microphone and takes over after they shoot Clive Brook. We only see the outside of the vehicle as the Gestapo fires on it, as we hear her speech suddenly stop. (Thanks to Brian)
The Prime Minister (1941) [Mary Anne Disraeli, Lady Beaconsfield]: Dies of cancer. (I don't know whether she had a deathbed scene or whether her death was off-screen.)