Yeah, the Rocket group as a whole can be outright murderous. Read between the lines of Giovanni's threat whenever he confronted Mewtwo the second time in "Mewtwo Returns." Copying/pasting from Dogasu's snippet.
Mewtwo: "I would sooner leave this world than serve you."
Giovanni: "I suggest you reconsider your opinion. If you choose to defy me, your fellow creations will all be used in our experiments and will certainly leave this world."
There you go. Pretty cold overall.
If we're talking actual Pokemon death, don't forget that Celebi bought it in the fourth movie (and came back).
To me, the best use of a death threat was Archie's willingness to drown not only Maxie and the Magma agents, but his own, as well, in 'Scuffle of Legends'. Granted, the Red Orb was influencing him, but still, it wasn't at the possession level -- he had control of his mental faculities.
Now, for comedic relief, see Ash and Pikachu's "death scene" in 'Tower of Terror.' Amazing how they didn't break one femur from that. Heh.