|The Death of Me Yet (1971) [Alice]: Shot to death by Richard Basehart, whom she shoots in turn. (Thanks to Robert)
The Twilight Zone: Dreams for Sale (1985) [Jenny]: Killed by a malfunctioning dream machine. (Thanks to Robert)
They Live (1988) [Holly Thompson]: Shot in the chest by Roddy Piper on the rooftop, when she tries to stop him from sabotaging the aliens' broadcast signal. (Thanks to Cenga)
Blind Fury (1989) [Lynn Deveraux]: Shot in the chest by Randall 'Tex' Cobb. (Thanks to Cenga)
Tripwire (1990) [Julia]: Shot to death (off-screen) by David Warner; we only see David threatening Meg in a videotaped message that he sends to Terence Knox. Her body is not shown, but some of David's subsequent dialogue confirms that he killed her.
Diplomatic Immunity (1991) [Greta Hermann]: Shot in the chest with a speargun and pinned to the wall. (Thanks to Big O)
Relentless IV: Ashes to Ashes (1994) [Carol Dietz]: Meg does not appear in this movie, but it's established that her character from the first two Relentless films died off-screen at some point between movies. (I don't know whether or not her death was established in the 1993 sequel Relentless 3, or whether this was the first sequel to reveal it.)