The Hunger Games (Book 1):
* Rue: A young tribute from District 11, killed by a tracker jacker trap set by Marvel.
* Glimmer, Marvel, and Cato: Carried off by mutated tracker jackers.
* Clove: Killed by Katniss in a desperate fight.
* Thresh: Killed by Cato after vowing to protect Rue.
* The Careers (excluding Cato): Most of them are killed by the tracker jackers.
Catching Fire (Book 2):
* Haymitch Abernathy's mentor: Dies in the arena, although the specifics are not fully revealed.
* Many tributes from the 74th Hunger Games: We don't see them, but it's implied that most of the tributes from the original Games are killed.
Mockingjay (Book 3):
* Primrose Everdeen: Killed by a stray bomb in the Capitol.
* Finnick Odair: Killed by the Capitol's forces.
* Johanna Mason: Injured in the Capitol's attack, but survives.
* Boggs: Killed by a bomb in the Capitol.
* President Snow: Killed by a poisoned berry by Katniss.
* Many other Capitol citizens and rebels: The war is violent, and many people on both sides are killed.
Important Note: This list focuses on the main characters. There are many other tributes and characters who die in the series, but these are the most significant.