Actually, I believe you mean “Frank Poole”. Dave Survives and becomes the star baby.
If you consider the Title Character to be the main character,
Dracula, The Wolfman, Frankenstein, and The Phantom of the Opera all fit the bill.
I’m not sure if “The Adventures of Baron Munchasen” counts or not. The Title character dies in the movie, but doesn’t. “And that was one of the many times I met my death”
Matrix Revolutions pretty well, considering Neo and Trinity buy it.
The original Dawn of the Dead, if you watch the director’s cut.
Troy.
I’ve seen the director’s cut many times, and although I’ve heard about the supposed deaths, I don’t think they were ever filmed. I keep looking for the head, but I’ve never seen it, and in no version I’ve seen does Roger shoot himself.
But, in the second greatest zombie movie of all time Bio-Zombie, the two survivors are infected. Still alive, but doomed.
Seems to be the case in pretty much all of Luccio Fulci’s zombie films as well.
Steve McQueen The Sand Pebbles
William Holden The bridges at toko ri
Bruce Dern Silent Running
blink blink
Uh, but their deaths are implied. You never see Butch and Sundance die, either.
The primary 4 all die at the end. This is as opposed to the version with the woman flying off in the helicopter.
Am I somehow misunderstanding what you’re saying? I could have gotten a case of the stupids.
Would you count Life of Brian, I wonder…cos, well, unless someone rescues him…
Charlotte’s Web.
I hope nobody considers Wilbur to be the main character in Charlotte’s Web.
::Plot Spoilers in case it matters:: There’s a big difference in the implied deaths here. In Butch Cassidy, they run out in front of a group of people with guns pointed at them…there’s no chance for escape. At the end of Dawn of the Dead the two survivors fly off in a helicopter. Sure, it’s pretty apparent no matter where they’re going to land, they’ll be screwed, but it doesn’t mean they’re dead (at least, not right away). Peter becomes a zombie and dies. Steven becomes a zombie and dies. Roger and the girl (I can’t remember her name) fly away, unbitten and alive.
Now, there are stories of a version of the script where Roger does indeed shoot himself instead of changing his mind at the last minute, and the woman stands up in the helecopter blades and decapitates herself, but despite all I’ve heard, I’ve watched the movie numerous times and have seen no proof that either of those sequences were actually filmed. I think that’s the ending you were refering to, I could be wrong. Still, at the end, the two of them are both very much alive.
Cabbage Patch Elvis!
Speaking of, might as well mention the movie Eegah. The title character dies. Unfortunately, Arch Hall lives. 
yippee!
I get to be the first to mention one of my favorite noir films…
starring Edmund O’Brien, kind of sums it all up.
By the end of *The Cook, The Thief, His Wife, and Her Lover * , neither the thief nor the lover is alive.
If you want to include children’s movies, both The Yearling and *Incident at Hawk Hill * have animal protagonists that don’t survive.
Speakng of implied demises, there’s the final two guys in John Carpenter’s The Thing. As well as Jon Voight’s Character in Runaway Train.
And for a non-implied demise, Jon Voight’s title character in Franco Zeffirelli’s The Champ.
Most of the characters in **The Terminator ** die. Ditto with Alien .
I believe that ending was filmed. In any case, I do remember seeing it. There’s also this cite courtesy of the House of Horrors web page:
It’s been ages since I saw DotD, but I definitely remember seeing the alternate ending described above on the Director’s Cut DVD. (Since OOP, I believe.)
I had to Google it to make sure I wasn’t losing my mind, but I was pretty sure I wasn’t imagining it. 
Hmmmm…I knew all about the ending, but I’ve owned the director’s cut VHS for a few years now, and watched at least one other “Special Addition” version of the film with extra footage and still haven’t seen the “suicide” ending.
As far as other implied deaths, The House on Haunted Hill had the only two survivors sitting on the ledge of a 100 story drop outside a window of a house containing a flesh crisping big ball of evil.
The OP is “doesn’t survive”, so they’d have to stay dead.
Psst… that’s Buffalo Bill. Buffalo Bob was in Joe Dirt. Don’t be ashamed, I liked it too.
Oh, back to the OP… don’t even want to spoil it, as it is one of the finest psych-horror films I’ve seen
Jacob’s Ladder
But do movies where the main character was already dead at the beginning really count? I thought that the Alfred Brooks character in “Defending Your Life” was already dead and that he triumphed by getting to stay dead with his best girlie. Or am I misremembering?
Actually, I think movies about someone’s afterlife, although technically fitting the OP, are kind of off-point, but for a really bad (and pretentious) but visually gorgeous movie with a dead protagonist, you can’t do better than “What Dreams May Come,” in my book.
Patrick Swayze in “Ghost” fits the OP.
Captain Kirk bites it – “Oh, my!” – in one of the “Star Trek Next Generation” movies, but I don’t remember the name of it. Anyway, I guess he isn’t the protagonist.
And what about Kenny in the South Park movie? Since it’s actually an ensemble piece, and the real protagonist is Satan, who’s either immortal or already dead depending on how you look at it, I say Kenny qualifies.