Are you saying that Doctor Who doesn't count? 'Cos, I mean, changing the character pretty drastically every three years or so and keeping the series running for 40+ years has to be some kind of accomplishment, even if the character doesn't "die off" per se...

What about Star Trek: DS9? Jadzia Dax permanently died at the end of the sixth season--granted, it's kinda another DW-like situation, since Ezri Dax showed up.

I feel like I'm missing some really obvious show and will have to smack my own forehead when I think of it, but I can't for the life of me think of what it could be.