While the scene is question isn't really a death scene, I do find that moment in Glory to be very powerful. I think I mentioned that somewhere in another thread.
I know the person who started this said not deaths that are just bloody and all, but I've always felt freaked out by Mr. Kenny's death in RoboCop. Not because it's gory, but whenever I watch that scene I feel like I'm there, standing where he is, with this big giant robot saying it's gonna kill me. I actually feel relived when he dies and I don't. Anyone know what I mean?
Star Wars Uncle Owen and Aunt Beru being killed for buying the wrong droids. The music and the look on Mark Hamill's face are incredible. Add to the fact that these two characters are coming to life more in the prequels and it's an even more effective scene.
The Return of the King Gollum. The pure joy on his face that he got his precious back and doesn't realise he's burning. Amazing.
I agree to The legends of The Fall mentioned earlier. That movie breaks me up.
Saving Private Ryan When Wade and Mellish are Killed. Wade died in a fight that could have gone in another way. Mellish's death still creeps me out. Having a blade slowly inserted into your chest cavity. A dull one at that.
Oh and City of Angels That just tears my souls apart thinking about it.
West Side Story: Tony. Not actually when he dies but the part where the two gangs come together to carry his body. I really couldn't hold it back on that one.
The only movie that ever made me cry was Where the Red Fern Grows. I was 8 when I saw that and cried for the next 4 hours. When I was in high school I read the book and even shed a couple of tears when I finished the book