I haven’t seen all his films, but the last one I can remember where his character didn’t die was The Mighty Quinn.
Is he purposely picking scripts like this?
The only example I’ve seen is The Book of Eli, but that was enough to come to a similar conclusion. I assumed at the time that Denzel Washington had got religion or something, and might have contributed to the awful ending.
In Philadelphia, he was famously the one who didn’t die. He also survived Crimson Tide, Much Ado about Nothing, Carbon Copy and A Soldier’s Story. I seem to remember him surviving Virtuosity and The Preacher’s Wife, but I barely remember seeing those.
Here are his movies since that one.
The Book of Eli (2010) … Eli
The Taking of Pelham 1 2 3 (2009) … Walter Garber
The Great Debaters (2007) … Melvin B. Tolson
American Gangster (2007) … Frank Lucas
Deja Vu (2006) … Agent Doug Carlin - ATF
Inside Man (2006) … Detective Keith Frazier
The Manchurian Candidate (2004) … Ben Marco
Man on Fire (2004) … Creasy
Out of Time (2003/I) … Matthias Lee Whitlock
Antwone Fisher (2002) … Dr. Jerome Davenport
Training Day (2001) … Det. Alonzo Harris
Remember the Titans (2000) … Coach Herman Boone
The Hurricane (1999) … Rubin ‘Hurricane’ Carter
The Bone Collector (1999) … Lincoln Rhyme
The Siege (1998/I) … Anthony ‘Hub’ Hubbard
He Got Game (1998) … Jake Shuttlesworth
Fallen (1998) … John Hobbes
The Preacher’s Wife (1996) … Dudley
Courage Under Fire (1996) … Nat Serling
Devil in a Blue Dress (1995) … Ezekiel ‘Easy’ Rawlins
Virtuosity (1995) … Lt. Parker Barnes
Crimson Tide (1995) … Lt. Commander Ron Hunter
Philadelphia (1993) … Joe Miller
The Pelican Brief (1993) … Gray Grantham
Much Ado About Nothing (1993) … Don Pedro
Malcolm X (1992) … Malcolm X
Ricochet (1991) … Nick Styles
Mississippi Masala (1991) … Demetrius Williams
Mo’ Better Blues (1990) … Bleek Gilliam
Heart Condition (1990) … Napoleon Stone
Glory (1989) … Pvt. Trip
Which ones did he live through and which didn’t he? Did he really die in the Great Debaters?
He lives through the Pelican Brief, right?
Yes, he does. Or his character does in the book, at least.
He definitely survived The Preacher’s Wife. He was an angel. That was a feel-good movie, and a remake of The Bishop’s Wife.
As to him getting religion RE The Book of Eli, AFAIK he has always professed a deep Christian faith.
Now, Sean Bean on the other hand…
I’m thinking he didn’t make it through Malcolm X.
He does in the director’s cut.
With a box-office like that one did, you’d think they’d have made XI by now.
I think it’s a little bit of typecasting, although it’s subtle. He does Tragic Heroic Death scenes, in which he contemplates his actions and life, and emotes in a manly-yet-emotey manner, before dying stoically, very well. 
He lived in Courage Under Fire.
He lived in Hurricane and The Manchurian Candidate
He survived “Inside Man” as well.
I guess he dies at the end a bit more than most A-list stars, but only because many A-list stars NEVER die in the end, or very rarely. Harrison Ford dies in, IIRC, exactly one movie.
From the list above, it appears that his characters survive the ending of the movie more than not.
It’s an old movie meme that the black guy dies first. While it isn’t always true, in the situations that it is true it can be rather telling.
In most of his movies Denzel is one of the main characters so no, in his movies the black guy often doesn’t die first.
Does Fallen count for him almost dying?
He certainly died in Glory