* No Central Database: There's no official database tracking every death in movies.
* Subjectivity: "Died" is a bit subjective. Does it count if his character is presumed dead but might be alive? What about if his character is in a coma or other state of suspended animation?
* The Sheer Volume: Willem Dafoe has been in many films, and keeping track of every "death" would be incredibly difficult.
However, we can say with certainty that Willem Dafoe has died in many movies. He's known for his willingness to take on intense and challenging roles, including ones that often end in death or sacrifice.
If you're interested, you could do some research on his filmography to see how many times his characters meet their demise.