First, Jem and Scout's mother died. It is mentioned in passing a few times. So, even if she did not die during the book, it is noteworthy.
Second, Mrs. Dubose died. She is important, because Jem read to her while she was sick. Atticus wanted Jem to do this, because he wanted him to see what true courage was. This idea of courage would be one of the main themes in the book. Later Atticus would embody courage. Here is a quote about Mrs. Dubose from Atticus's mouth:
Mrs. Dubose won, all ninety-eight pounds of her. According to her views, she died beholden to nothing and nobody. She was the bravest person I ever knew.”
Third, Tom Robinson died as well. We don't know what truly happened, but the "official" story was that Tom was trying to escape from prison. As he was about to climb over the wall, the prison guards shot him seventeen times (excessive!). Here is the dialogue from the book:
“They shot him,” said Atticus. “He was running. It was during their exercise period. They said he just broke into a blind raving charge at the fence and started climbing over. Right in front of them—"
“Didn’t they try to stop him? Didn’t they give him any warning?” Aunt Alexandra’s voice shook.
“Oh yes, the guards called to him to stop. They fired a few shots in the air, then to kill. They got him just as he went over the fence. They said if he’d had two good arms he’d have made it, he was moving that fast. Seventeen bullet holes in him. They didn’t have to shoot him that much. Cal, I want you to come out with me and help me tell Helen.”
Finally, Bob Ewell died. At the end of the book, when all seemed quiet, Bob Ewell, in a drunken rage, attacked Scout and Jem. In that passion, Boo Radley was there. It seems that Boo killed Bob, as Boo was trying to protect the children. However, Heck Tate insisted that Bob fell on his own knife. Atticus agreed. They wanted to protect Boo, who was a recluse. To bring him into the public would harm him. The story appropriately winds down with these words:
Atticus sat looking at the floor for a long time. Finally he raised his head. “Scout,” he said, “Mr. Ewell fell on his knife. Can you possibly understand?"
Atticus looked like he needed cheering up. I ran to him and hugged him and kissed him with all my might. “Yes sir, I understand,” I reassured him. “Mr. Tate was right."
Atticus disengaged himself and looked at me. “What do you mean?” “Well, it’d be sort of like shootin‘ a mockingbird, wouldn’t it?”
We know Scout and Jem's mother dies of a heart condition before the story opens.
Mrs. Charles Lafayette Dubose dies after battling, probably cancer and beat a morphine addition before her last breath thanks to Jem's reading of Ivanhoe with Scout in tow.
Tom Robinson dies while trying to escape prison.
Tim Johnson, the rabid dog, is shot and killed by Atticus. Atticus takes on hero-like status in the eyes of Jem, whereas before he was fifty and old and wouldn't play football.
Mr. Ewell is also killed, by, Boo Radley, although Sheriff Tate and Atticus agree to tell the town that Mr. Ewell stabbed himself while attacking Scout.
Innocence is also lost or dies with the children seeing the complications of living in Maycomb...The South.