Mr. Blue: Killed by the police off-camera. He is never seen again after the opening scene and the "name assigning" scene. It is mentioned by Joe that he is "dead as Dillinger." The video game based on the movie reveals he was cornered and shot by the cops in a movie theater, but this may not be canon.
Mr. Brown: Shot in the head while driving the getaway vehicle. He crashes, tries to get the car free (the bumpers were locked up in the crash), then dies.
Mr. Blonde: While torturing Marvin Nash, Blonde decides to burn him alive, at this point Mr. Orange awakens and unloads his gun into Mr. Blonde.
Marvin Nash: Saved from burning to death by Mr. Orange, but when Nice Guy Eddie and the others arrive and find Mr. Blonde shot to death it so enrages Eddie that he shoots Marvin three times in the chest, killing him.
Joe Cabot: Shot by Mr. White in the Mexican stand-off at the end.
Nice Guy Eddie: Also shot by Mr. White in the Mexican stand off. (Though this is debated, the logical answer within the film is that Mr. White turned and shot him as he fell over. Watching the sequence in slow motion also shows this.)
Mr. Orange: Shot in the gut during the original getaway by the woman who's car he and Larry stole, bleeding out and unconscious through most of the scenes after the robbery, he comes to and is shot again by Joe in the Mexican stand-off because he suspected Orange of being a cop/rat. Though he doesn't die from this injury, a wounded Mr. White cradles his friend, Mr. Orange, in his arms, trying to console him, hearing the sirens outside. Mr. Orange revealed that he was actually a cop and says he is sorry. Mr. White, realizing that he just killed two of his best friends to protect a new friend who was in fact a cop, is overcome with emotion, pulls out his gun, places it against Mr. Orange's head and pulls the trigger.
Mr. White: He is first shot by Eddie in the Mexican stand-off, and the police storm the warehouse just in time to see Mr. White putting the gun against Mr. Orange's head. They order him repeatedly to drop the gun, but he shoots Mr. Orange and in turn is gunned down by the police.
Mr. Pink: The only person to survive the ordeal. He tries to reason with the others during the Mexican stand-off but after realizing that nobody is listening to him, he hides underneath the ramp until the shooting stops. He then crawls out, grabs the diamonds and leaves. If you listen closely to the background you can hire sirens, cars crashing and gunfire. This leads people to believe he was killed; however, there is dialogue afterward where you hear police yelling at him to get out of the car, and Mr. Pink can be heard saying, "Don't shoot me; I've been shot, goddamn it!", and then the police yell, "Are you a cop killer? Did you kill a cop?" Seconds later they break into the warehouse to find Mr. White and Mr. Orange. In the videogame, depending on how many people you kill, Mr. Pink can: (1) die, (2) get arrested, or (3) get away without the diamonds (although he did put two handfuls in his pockets).