
Fair warning: Neither are female death scenes entirely my cup of tea (although there is much fringe overlap) nor does a death fetish need sexualization at all (although, as quoting Edgar Allan Poe, 'The death of a beautiful woman is, unquestionably, the most poetical topic in the world.').
So, without further ado, here are some remarkable scenes from comic, film etc. I remember. Suggested Further Reading: "OutWithABang" on TVTropes
By Proxy
- Any straight play of the "Go, just have Sex in a Slasher Film" trope. Does not count here or this list would reach until planet LV-223

By Orgasm (or any overworking)
- Barbarella, of course (the heroine survived, stray girl corpses prove other had less stamina)
- Almost, in some James Bond parody I can't remember, courtesy by a giant snake who uses its forked tongue to get rid of traitors (some squeezing might play in)
- In "Battle Can-Can" the tentaclemonster kills one of the heroines this way
- Notably inverted in "La Bete", as the insatiable girl kills the poor monster this way

- And then Shokoshu himself invented the following contraption for one of his stories: The orgasmic contractions of the victim pump up a ring around her neck until she is strangled. (It's a Shokoshu story, guess if it worked

By too rough monster lovers, intended or not
- Indie hit "The Untamed"
- Surely Urotsukidoji (and probably countless other hentai)
- The lesbian-ish mauling in Igrat-X (or was it Satanika-X?) might also count, depending on you definition of "sex".
By Weapon Insertion (vaginal)
- The comic Ramba had an assassination by bladed penis. Shokoshu won't recommend, you might hurt yourself.

- There must be tons of pictures with a woman penetrated by a gun. (Averted by legendary Eskimo Nell, who applauds that firing a shot in her vagina "was the best those two ***** had managed yet")
- For fuzzy values of weapon, "Snake Snatch Tales" by S. Clay Wilson. The poisonous snake bites her womb. (By extension, more snakery in Emanuelle/Black Emanuelle etc. although most films don't dare to go that far. "Lady Terminator" might count too.)
- "Karzan" (guess who is parodied :-) had a cover where a native seems wanting to shoot a dildo arrow into our heroine (see it on ComicArtFans), but a) he probably doesn't want to kill her (or he wouldn't have taken a dildo, of all things) and b) if Robin Hood, Green Arrow and Arjuna made a competition, I doubt any of them would have managed that!
By Generic Too Large Insertion (vaginal)
- Japanese Horror Story: A wife liked to have sex with a stallion. As a safety measurement, she tied his member to a post. (Ha.) Husband comes home early, gets angry and cuts rope. Stallion jerks forward. Husband and wife both end up broken-hearted, the wife more so.
- "Inju Kyoshi" overdoes the tentacling.
By Large Insertion (oral)
- Germans most famous tabloid once had a headline "Totschlag mit Penis" ("Slayed by Penis" kinda ruins the gag pun not intended). A husband was very hung and the wife didn't have the nerve for a hefty bite to indicate she was out of air. Don't believe a word.
By Large Insertion (both)
- "Nagarya" by Riverstone. A centaur rapes a woman to death, his member is coming out of her mouth at the end (Dreamscene, methinks)
- Dementia also has a comic with this motive. (It is more common than you think, but rarely played for death. Comic women are astonishingly stretchable...)
By Cumshot (vaginal)
- Greek Mythology: King Minos invented the condom because due to a curse, he ejaculated spiders and scorpions. (As usual, Greek curses hit those completely unrelated)
- In one issue, Spider-Man effectively kills Mary Jane by his radioative sperm.
By Cumshot (oral)
- "Ramba" again, where a girl literally is drowned in sperm. (Well, the phrase is used more often than played, as a Google search proves...)
- Most probable reason of death in "Convent of Hell", although the nun may also have orgasmed to death.
- A bestiality-on-demand horse wrangler once told (the story may be made up completely for teasing us, but who cares) that the studio once wanted a moneyshot. The average horse ejaculates 1/2 litre. Do the math. The poor girl barely survived.
By Impregnation
- "Poema a fumetti" by Dino Buzzati. (Googlable)
- Species II.
- Aliens/Predators Requiem, maybe.
Also see below.
By Erotic Vore
IMHO only counts as "sex" if the monster at least does some penetration, to feed on her juices, or by laying eggs into her. (Shame on you, "The Blob".)
- Alberich comes to mind first; the fact that I couldn't find his name mentioned anywhere on this site is more disturbing than the most bloodiest splatter - honor to whom honor due

Assorted
Fairy tale "Perinbaba" ends with evil stepsister and her mother being drowned in a tar pit by Death herself, overstepping her boundaries as always. I was strangely aroused...
Feel free to extend.