Just favorite westerns:
The Cowboy's, John Wyane/Bruce Dern first time Wayne gets killed in a movie on screen by an actual actor.(other deaths were anonymous or off screen) 1972
The Shootist, John Wayne and a great cast. He dies in this one too, but not till he kills all the bad guys. 1976
Shane, Alan Ladd/Jack Palance aka Jack Wilson kills Stonewall Torrey in cold blood in a muddy street.dramatic for its time. 1953
Alternate: Hombre, Paul Newman/Richard Boone and Mexican bandit Frank Silvera.(bandit,"Hey hombre! A compliment on your shooting! You put a hole in me! Whew. I never had a bellyache like this since I'm a little boy. Hey amigo! Friend! I'm going to give you back this bullet.") 1967