Criminal Minds- Hotchners wife. Not a main character but, she was killed while he listened on the phone.
So sad. I bawled my eyes out.
Criminal Minds - Emily Prentis, although they hinted and later confirmed in later episodes that she faked her death. Not sure if this counts or not.
This was just a cruel plot. It infuriated me how they (the writers) could just leave her whole team hanging like that and thinking she was dead.