Let's see, my kegemaran character from Outlaw bintang died in the first episode, & Kowaru was the only character from Evangelion I didn't hate.
There's the little girl from Grave of the Fireflies who died from malnutrition, & the 2 kids from Barefoot Gen who died in a api, kebakaran while their mother watched helplessly. Then there was the baby from Barefoot Gen who died of starvation in her mother's arms before her brothers could bring the susu they worked for to her.
But I think I'll go with Joker from the Black Butler manga. He had a very sad death, he was very pretty, & I really wanted him to end up as one of Ciel's lesser butters. He died slowly in a pool of his own blood, knowing that all of his Friends had been slaughtered on the orders of a little boy he though was his friend, & the only offence he committed was that he was the unwitting pawn for the arc's paedophile villain.
-Misuzu Kamio from AIR TV -Yomi Isayama from Ga Rei:Zero -Lucy/Nyuu/Kaede from Elfen Lied -Michael Garrett, ray Lundgren, and Fasalina (though it is possible that she and Michael did in fact survive in the end) from GUNxSWORD -Lelouch Lamperouge/Vi Britannia (though it is debatable that he is still alive) and Shirley Fenette from Code Geass: Lelouch of the Rebellion -Nicholas D. Wolfwood (Trigun) -Chrno and Rosette (Chrno Crusade) -Spike Speigel (though, like Lelouch, it is possible that he is still alive as well) from Cowboy Bebop -Chikane Himemiya (Kannazuki No Miko) -Joseph Jobson (Blassreiter)