There's a lot that have either been confirmed or presumed dead between books, especially if you count the SEs. If you count every character who died that we didn't get a direct POV of, well, that'd be a huge list.
Within the parameters of characters who, at the very least, we'd seen previously and were missing from the subsequent chronological book (e.g., MV -> Pinestar's Choice; I'm not counting characters who appeared in books like
Shadowstar's Life where there's no close follow-up on the timeline), here's everyone I could think of:
All the elders who stayed behind in TNP: Speckletail, Frostfur, Mudfur, Loudbelly, Shadepelt
One-Eye
Smallear
Molepaw (I)
Hazeltail
Icecloud
Toadstep
Spiderleg
Ambermoon
Most of the cats in BP: Pinestar, Stonepelt, Adderfang, Stormtail, Tawnyspots, Thrushpelt, Fuzzypelt, Robinwing, Windflight, Featherwhisker, Swiftbreeze, Thistleclaw, Leopardfoot, Weedwhisker, technically Poppydawn if the guidebooks aren't considered canon. (Mumblefoot and Larksong die sometime during BP, and Rosetail died in ITW)
Most of the cats in GC: Rooktail, Squirrelwhisker, Rainfur, Littlestep, Daistytoe, Rockfall, Fallowsong, Mistpelt
Between SkyClan's Destiny and HJ: Shrewtooth, Egg, Rockshade, Tangle, Duskpaw
Others: Sweetbriar, Oakstar, Flamenose, Deerdapple, Seedpelt (MV and PC), Bloomheart, Thrushtalon
I'm sure there's plenty more I've forgotten.