I remember as a child seeing several John Wayne movies and then the impossible happened : The Duke's character DIED !!!! :o That REALLY freaked me out. Big time. I was all of 9 or 10 years old. Scarred me for life. :P I didn't know at the time, that he ever died in any of his movies. The movie was The Cowboys.
Since that time, I've seen several movies where his character dies. This is the list of the ones I can think of, so feel free to add to it 'cause some of you have seen more of his movies than I have.
1. The Cowboys
2. Wake of the Red Witch
3. Sands of Iwo Jima
4. The Shootist
5. The Alamo
6. The Fighting Seabees
7. The Man Who Shot Liberty Valance (No death scene, but movie begins with Jimmy Stewart and Vera Miles going back to the small Texas town where John lived to attend his funeral).
That's all I can think of at the moment, but I'm sure there were others.