Rage Shenron was defeated and absorbed by Goku in his Super Saiyan 4 form during the final battle of the Shadow Dragons saga in Dragon Ball GT.
It's important to note that Rage Shenron wasn't "killed" in the traditional sense. Instead, Goku absorbed him, effectively merging Rage Shenron's power with his own. This also resulted in the other Shadow Dragons being absorbed by Goku as well.