Kanto
- In Kanto, Pokémon Tower houses hundreds of graves of deceased Pokémon
in all of its seven floors. Many people visit the building daily to
pay their respects to the fallen. Prior to the events of the
Generation I games and their Generation III and VII remakes, Team
Rocket tried to steal the Cubone to sell their valuable skulls. In
the process, a mother Marowak that was protecting her Cubone child
was killed.
- I've heard people say Blue's Raticate died in Red / Blue. This isn't confirmed, however.
Johto
Raikou, Entei and Suicune (Also known as the Legendary Beasts) died in the Brass Tower.They are said to embody the three events that happened to the tower: the lightning that struck the tower, the fire that burned in the tower, and the winds and rain that put it out.
Unova
In Unova, prior to the events of Pokémon Black and White, Alder's starter Pokémon died of an illness, and in despair over not being able to save it, he began traveling around aimlessly. Before his partner's death, the two of them madly pursued strength. The Pokémon's death changed Alder's outlook on life. The identity of this Pokémon is never mentioned in Black and White, but dialogue in Black 2 and White 2 reveals that Alder's late partner was a Volcarona, which evolved from a Larvesta.
Kalos
In Kalos, mysterious stones can be found on Route 10 which are actually the graves of Pokémon who were sacrificed 3,000 years ago in order for their life-forces to energize the ultimate weapon that was used by AZ to end the war.
- During the post-game side story in Lumiose City, Emma reveals that Looker once had a partner Pokémon that was always with him, but the Pokémon died on a case. In previous games, Looker owned a Croagunk, though it is unknown if Croagunk is the Pokémon that died.
Alola
In Ultra Sun and Ultra Moon, the player can visit other dimensions via Ultra Warp Ride. One of these alternate dimensions includes the Ultra Ruin, home of the Ultra Beast, Guzzlord. The Ultra Ruin appears to be a destroyed post-apocalyptic version of Alola's Hau'oli City. (Implying most people / Pokémon died) The air is contaminated and dangerous to breathe in, with most civilians leaving to other planets. There is little to no signs of plant life seen in the Ultra Ruin and no other Pokémon or people appear except for a man in a Guzzlord-themed suit.
Paldea
According to a magazine entitled "The Musician's Register", the theme of death pervades the work of Ryme, known as the "MC of RIP", "whose flows are said to bring the dead to their feet". The magazine states that when Ryme was in her teens, her dear Puppy Pokémon (basically any Puppy Pokémon you can think of that is in Paldea) passed away, and she poured her grief into a song. When she sang it, her partner came back to her as a ghost Pokémon. This moment is suggested to be what inspired her rap career.
- In Pokémon Violet, according to an article from a May issue of Occulture magazine, "a leading theory holds that Iron Hands was once an athlete who became mortally wounded but was kept alive by being made into a cyborg."
- In The Teal Mask, Ogerpon killed the Loyal Three after they took her masks and were implied to have killed her friend. They were later somehow revived after Kieran punched their grave site.
I didn't include the human deaths because you said "What are all the Pokémon games Pokémon deaths? and not generally all deaths in the Pokemon world. Sorry if I missed any.
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