|No Minor Vices (1948) [April Ashwell]: Killed in several different ways in daydream/fantasy sequences throughout the movie. (Thanks to Ed)
The Counterfeit Traitor (1962) [Frau Mairanne Mollendorf]: Executed by a Nazi firing squad while William Holden watches helplessly from his cell.
The High Commissioner (Nobody Runs Forever) (1968) [Sheila Quentin]: Killed in an explosion, along with Daliah Lavi, when Lilli brings back the bomb (hidden inside a clock) that Daliah had sent to Christopher Plummer. (Thanks to Garrett)
Oedipus the King (1968) [Jocasta]: Commits suicide by hanging herself after discovering that her husband (Christopher Plummer) is actually her long-lost son. (I haven't seen this version, but I'm familiar with the story.)
Only the Cool (La Peau de torpedo; Children of Mata Hari; Pill of Death) (1970) [Helen]: Shot in the head by an assassin after he pulls up beside her car, while she's sitting in the backseat next to Stephane Audran. (Thanks to Big O)
Murders in the Rue Morgue (1971) [Madeleine's Mother]: Hacked to death with an axe (off-camera) by Jason Robards. We only see Jason bringing the axe down, and her body is not shown afterwards.
The Holcroft Covenant (1985) [Althene Holcroft]: Shot in the chest (off-screen) by Anthony Andrews. Her body is shown afterwards when Michael Caine discovers her.