Interesting article from Entertainment Weekly regarding the above…movies featuring the “shocking” demise of someone. Beware considerable SPOILERS:
http://popwatch.ew.com/2012/01/08/steven-soderbergh-good-to-kill-movie-stars/
The one common denominator on all the movies mentioned is the idea of taking a memorable character played by a “big” star and, well short of the movie’s finale, having that character meet his/her end.
Without giving too much away, I suspect the granddaddy of all “shocking” movie deaths is the one that occurs some 40 minutes or so into Psycho.
I’ll say no more!