|Dead & Buried (1981) [Girl on the Beach/Nurse/Lisa]: I haven't seen this movie myself, but I understand that it turns out that everybody in the town is a zombie. (Thanks to PortsGuy)
Mickey Spillane's Mike Hammer: Murder Me, Murder You (1983) [Michelle Jameson]: Shot in the back by Michael A. Andrews in a warehouse; she dies shortly afterwards as Stacy Keach kneels by her side.
Radioactive Dreams (1985) [Miles Archer]: Shot to death with a machine-gun. (Thanks to Lawdog)
Annihilator (1986) [Cindy]: Playing an android, she is destroyed by being shot in the face with a shotgun. (Thanks to Max)
Murder Between Friends (1994) [Janet Myers]: Killed (though I don't know how or by whom).
Cracker: Sons and Lovers (1997) [Diana Falls]: Stabbed to death (off-screen) by Ted Marcoux. (Thanks to Matt)