As far as I can remember, the
Latios from Pokemon Heroes: Guardians of the Water Capital is the only Pokemon to have actually died in the entire history of the
Pokemon anime, as he sacrificed himself to save Alto Mare (although, if you start to delve into the
Pokemon movies' canonicity, this becomes debatable...) :cer_cry:
I'm pretty sure the
Entei from Pokemon the Movie 3: Spell of the Unown dissipated or something to that effect at the end of the movie due to its illusory nature, but I haven't seen that film for a few years...
Pokemon The Movie 4Ever is the only instance I can explicitly recall Sam (Prof. Oak) saying "Celebi, you can't die!", when Celebi was withering away.
Celebi got better, of course, so that doesn't really count...
Also, if you consider the "Mirage Pokemon" Mew from the
The Mastermind of Mirage Pokemon special an actual living entity/Pokemon, then it could be argued that
that Mew perished as well, as it was absorbed into the Mirage System with a particularly devastating attack from a Mirage Mewtwo. Subsequently, its "soul/spirit" held the Mirage Mewtwo back moments later so that Ash's Pikachu could finish Mirage Mewtwo off with Volt Tackle. Furthermore, Professor Oak made a comment about how you can't turn a soul into data, how Mirage Mew was not a 'flawed specimen', and how Mirage Mew was more than just mere data.
Although if this Mirage Mew is now in the Digimon-inhabited "Digital World" via the Mirage System absorption, that means that it'll be back again, because the good guys always get reborn at Primary Village! :D
And
finally, if you
really want to get technical with things, I assume that Charmandertwo, Squirtletwo, and Bulbasaurtwo from
Pokemon The First Movie: Mewtwo Strikes Back (specifically, in
The Birth of Mewtwo extra feature) also died (offscreen) as well, considering that Ambertwo died and whatever experimental materials and remnants that the scientists salvaged of her were destroyed when Mewtwo furiously destroyed the lab on New Island at the beginning of the movie.
(UGH, I STILL NEED TO ACTUALLY FINISH WATCHING THAT "ORIGIN OF MEWTWO" SPECIAL!! :()
In conclusion,
Pokemon Heroes's Latios is the only Pokemon that is confirmed to have actually died in the Pokemon anime, to my knowledge. These other aforementioned examples could count as well, which primarily stem from Pokemon movies/specials. Limiting your scope to the Pokemon anime's televised episodes only, no Pokemon have actually died as far as I know, although there have been
plenty of close calls (Ash's Charmander from the episode "Charmander the Stray Pokemon" comes to mind).