A lot of my favorites have already been mentioned (Molina, Leo Frank, Enjolras, Javert, etc.) but a few other are:
-- Billy Bigelow in
Carousel. It is a very moving sequence from the moment he dies after the botched robbery attempt to Julie's words to him, to the immortal song "You'll Never Walk Alone".
-- R&H had other moving or shocking death scenes in many of musicals including: The King of Siam in
The King and I, Jud Fry in
Oklahoma! (when Shuler Hensley played Jud I actually felt pity for him, he seemed more human), and Lt. Cable in
South Pacific.
--Obviously Coalhouse's death in
Ragtime is upsetting, but Sarah's death is equally as shocking.
"You pile up enough tomorrows, and you'll find you are left with nothing but a lot of empty yesterdays. I don't know about you, but I'd like to make today worth remembering." --Harold Hill from The Music Man