A strange one for this and bending the rules a touch, as the character never died, though he had been listed as such a couple of times. It was in a home-brew system based on the Alien continuity, and as part of it I was playing a medic, who was listed as dead after a couple of missions, and then permanently so as he was on a top-secret research base. When other characters met up with him they had a shock (as one of the decorations he wore was only awarded posthumously). Thus it was fun playing Dr Frances Niles Stine (or Frank as he was know).
Dead in all but fact.