Hmmm, there's quite a few for me.
Jetman: Black Condor (Gai Yuuki) dying before the wedding at the end. He then smokes just before dying!
Abaranger: Abarekiller's (gruesome in a way) death. Too bad, I found Mikoto's story to be quite tragic in a sense.
Gekiranger: Long killing Mele so easily. In fact, anything related to Long.
Magiranger: When Sleipnir takes down Magilegend in one attack, and when Titan and Sphinx are killed.
Faiz: Arch Orphnoch killing off Kitazaki (Dragon Orphnoch) and when Yuji Kiba kills Kusaka. Yes, even Kusaka didn't deserve that, no matter how f$*ked up he was.
Kabuto: Reiji Nogi's first appearance. Damn, that was one Worm with great villain potential- but had a disappointing death.
Kiva: When Rook pounded IXA 86 (Otoya) so senseless that Otoya lost his memory.
Decade: Apollo Geist himself.