Aaliyah – she and eight others died in a plane crash in the Bahamas on August 25, 2001 after filming the music video for the single “Rock the Boat”.http://en.wikipedia.org/wiki/Aaliyah
Vic Morrow – Morrow, along with two young children, My-Ca Dinh Le (aged 7) and Renee Shin-Yi Chen (aged 6), died on the set of Twilight Zone: The Movie (1982)http://en.wikipedia.org/wiki/Vic_Morrow
Brandon Lee – was accidently shot by a stage prop gun during the making of The Crow.http://en.wikipedia.org/wiki/Brandon_Lee
Roy Kinnear – On 19 September 1988, Kinnear fell from a horse during the filming of The Return of the Musketeers in Toledo, Spain, sustaining a broken pelvis. He was taken to hospital in Madrid, and died from a heart attack the following day. The film’s director, Richard Lester, quit his own film career as a direct result of Kinnear’s deathhttp://en.wikipedia.org/wiki/Roy_Kinnear
Robert Shaw died during a break in filming Avalanche Express but was kept in the film.
Tyrone Power died whilst making Solomon and Sheba and was replaced by Yul Brynner.
Bruce Lee during Game of Death – they completely rewrote the script and used another lookalike actor. They included the few completed scenes in the film and even used shots of the real Lee dead in his coffin!
River Phoenix – he died on Halloween 1993 of drug related heart failure. Phoenix was working on another film, Dark Blood, which was ninety per cent done before his death, but it never saw the light of day as several key scenes couldn’t be shot without him.

Brandon Lee – The Crow
Apparently in the gun scene someone loaded the gun with real bullets. I don’t know if that’s actually true or not but whatever. They released the movie and it had a huge following. There were a few parts they had to digitally make since he had died. I forget where but when he’s standing in the window.. about to jump? I don’t remember it’s been a while, but that’s computer animated.

Heath Ledger died while they where filming the Dark Knight. Then someone else filled his spot for the rest of the movie. And yes, the movie did come out in theaters and on DVD!!!! Hope that helped!!! )))))))

I’m not sure if this is the answer you are looking for, but Heath Ledger died before the actual film was finished, there was one more scene to shoot, apparently.

Brandon Lee~ The Crow