---Cub Simba---
Elephant Graveyard (trapped by hyenas, makes a wrong turn/move)
Stampede (making a wrong turn/move)
Run Away (trapped by hyenas, makes a wrong turn/move)
Hakuna Matata (eats Timon, gets attacked by Pumbaa)

---Cub Nala---
Elephant Graveyard (makes a wrong turn/move)

---Adult Simba---
Killed by Nala in Reunion scene
Thrown off ledge by Scar in King's Return
Defeated by hyenas (somehow) in Battle of Pride Rock
Thrown off cliff or just killed by Scar in Simba Confronts Scar

---Adult Nala---
Killed by Simba in Reunion scene
Defeated by hyeans in Battle of Pride Rock

---Mufasa---
Stampede (making a wrong move/turn)

---Timon---
Hakuna Matata (Simba's hunger being great enough to eat him)

---Pumbaa---
Killed by Nala in the Reunion scene

---Zazu---