Jim Varney died before Ernest The Pirate could be completed.
Chris Farley had recorded some vocals as Shrek when he died, causing the movie to be recast(and the story vastly reworked).
Spencer Tracy died just after completing filming on Guess Who's Coming to Dinner.
James Dean died just when Giant was finishing up. His dialogue in his final scene had to be rerecorded by someone else b/c Dean had mumbled it all.
And from an internet search:
Aerobatic pilot Art Scholl was killed while filming Top Gun
Roy Kinnear died after falling of a horse while filming Return of the Musketeers.
Set dresser David Ritchie died on the set of Jumper after a large piece of frozen sand and gravel fell while dismantling a set
Harry L O'Connor, Vin Diesel's stunt double was killed filming xXx. The stunt scene is used in the movie(cut before he hits a bridge and dies).
Camera man Ronald Schlotzhauer was killed filming The Final Season, he was known for helicopter shots, his helicopter hit powerlines and crashed.
Actor George Camilleri, a bodybuilding extra, broke his leg while filming Troy. He was treated, then suffered a heart attack from a blood clot in his leg, then treated again, and had another heart attack which killed him.
Here's a youtube video about helicopter accidents in movies, it includes the footage of the accident in the Twilight Zone movie. If you haven't seen this footage, be warned, it is disturbing to watch(duh).http://youtube.com/watch?v=iM7WqxTyg5s