Siggy Haraldson - Vikings
Siggy Haraldson on Vikings started out as, essentially, a queen. After the death of her husband, she felt she had to scrounge and scratch for every bit of power, and she did. She was at times scheming and conniving, but also kind and compassionate. Considering her conflicting nature, her death was kind. She died saving two of Ragnar's sons from drowning in a cold, frozen lake, but not before seeing a vision of her own dead daughter to help her...cross over? Memorable and crushing.
"Hot" Paul Dierden - Orphan Black
We're not really sure in what universe it was OK for the showrunners to kill off Hot Paul from the show, but he died saving Sarah and doing the right thing trying to stop Project Castor (with tears in his eyes, no less), so going heroically was the only way we'd allow it to happen.
Eddie Thawne - The Flash
Eddie Thawne really had little idea what he was getting into just being Joe West's partner on The Flash, but he became one of Barry's biggest supporters. When he discovered it was a member of his own family line from the future, Eobard Thawne, that was doing all of the damage to the city and people he loved, Eddie did a noble and heroic thing by taking his own life so that he could immediately put an end to everything that was happening. It was an amazing moment that wrenched viewers hearts.
Clara Oswald - Doctor Who
Clara Oswald on Doctor Who. Jenna Coleman was set to leave the show at the end of Doctor Who Season 8, but plans changed and she stayed on for another season. Unfortunately, they put the character in mortal peril in pretty much every episode, and the fake-out deaths got old really fast. By the time she was killed off for real in Doctor Who Season 9 Episode 10, it was almost anticlimactic. Then they arguably ruined it completely by (sort of) bringing her to life back two episodes later, frustrating many viewers hoping for a finale focusing on the title character and his long-anticipated return home.
Ra's Al Ghul - Arrow
Ra's al Ghul was the big bad of Arrow Season 3, and while he started out with a lot of promise, easily defeating Oliver in the most adverse conditions and half clothed, when it came time to fight him atop a dam fully clothed, he was defeated in short order. That's OK, by that time he hardly seemed threatening anymore.
Frank, Ray and Paul - True Detective
Pretty much everyone on True Detective died before the season ended. That's a sure fire way to keep us from wondering what happened after the credits rolled on a limited series. Paul was shot before the finale, Ray went out in a hail of bullets exactly like his father foretold in his short foray into what seemed like the afterlife and Frank walked wounded into the desert and died. There was nothing heroic about their endings, that's for sure.