|Dangerous Liaisons (1998) [Madame Marie de Tourvel]: Dies of a terminal illness. (Thanks to Sin Tan)
Batman Returns (1992) [Selina Kyle a.k.a. Catwoman]: Pushed out of a window by Christopher Walken; she revives in the alley below shortly afterwards as several cats gather around her. It's open to interpretation as to whether she literally died and was brought back by a supernatural force, or whether she simply survived the fall. At the end of the movie, she apparently loses several of her "nine lives" after being shot repeatedly by Christopher, then electrocuting herself and Christopher by kissing him with a stun-gun between their mouths; however, her appearance in the final shot indicates that she has one life left. (Thanks to Germboygel and Tyler)
To Gillian on Her 37th Birthday (1996) [Gillian Lewis]: Accidentally falls to her death while climbing the mast of a sailboat; shown in a flashback which ends as she falls (her body is not shown afterwards). She appears as an imaginary vision to her husband (Peter Gallagher) throughout the movie.
A Thousand Acres (1997) [Rose Cook Lewis]: Dies (off-screen) of breast cancer; the scene ends with her lying in her hospital bed with her sister (Jessica Lange) by her side, and the following scene opens with Jessica's voice-over narration informing us of Michelle's death.
Stardust (2007) [Lamia]: Disintegrated when Claire Danes (a star in human form) unleashes her full radiance while embracing Charlie Cox.