Honest Abe was killed in the audience.
. . . in a box that was on stage.
IIRC, Johnny Ace killed himself backstage before a show playing Russian Roulette.
Jackie Wilson suffered a heart attack onstage in 1975 and was hospitalized continuously from that time until his death 9 years later. Most of that time was spent in a coma.
Ormer Locklear, actor and stunt pilot, was killed in 1920 while filming an aerial scene for his starring film The Skywayman—but it wasn’t “murder.”
Pearl White, by the way, died in a Paris hospital, of liver failure, in 1938.
Les Harvey, of the Scottish rock group Stone the Crows, was electrocuted (because of a short in the equipment) during a performance in 1972.
The singer from Morphine, Mark Sandman, died of a heart attack suffered onstage in Italy, and died en route to the hopital. Not murder, but definitely tragic; they were a great band.