You can kill Mog in FFVI, When you chase the bandit guy to the cliffs of narshe, Mog will spaz out and they both will be hanging from a cliff and you can choose to save either Mog (he joins), or the bandit (you get a gold hairpin)... I guess technically if you go for the Gold Hairpin, Mog falls and you cant recruit him (so one would think hes dead)

Shadow definately dies, Cid CAN die, and Darle dies for sure though its a stretch to call her a main character.

However, the truly famous deaths of all the games combined are Leo and Aeris. Because lets face it, if someones death causes 50000 people to all come up with different secret ways of ressurecting that character, you know its serious