Well, it isn't killing, but I didn't like having to actually push Mr. Kennedy into Maria in WWE Smackdown! vs Raw this year. I watch enough wrestling to know that the scene would end that way, so I wanted to just have a normal match.
For actual deaths, I'd say:
-Any character in Fire Emblem, because them niggas 'aint comin' back.
-Sarah Pa- I mean Moira in Fallout 3 because she was a glowstick in the Plexiglas coffin that is Megaton
-Wrex in Mass Effect. I actually reloaded three times to get a path that doesn't have him die (I hadn't focused on Speechcraft)
-All four of the main Bosses in Bioshock (The Surgeon, Atlas, Ryan, and Cohen) because none of them were that bad. The Surgeon was just strung-out, Cohen because had gone stir-crazy, Atlas because with him dead there was nobody left to rebuild Rapture, and Ryan because his intentions were noble, and the Player Character brained him with a golf club. Seriously dude? You have all those guns (up your ass, of course), and you kill him with a golf club?
-And there have been plenty of NPCs that didn't really deserve to die in my years gaming, but they generally were forgettable enough to not be a problem.