I just finished watching Gladiator and I would have to say that Maximus Decimus Meridius' death is one of the most epic movie deaths i have ever seen.
Another good one is Chris McCandless's death in Into the Wild. Both of these scenes are super powerful, and all in all, incredibly epic.
What are your most epic movie deaths? Posting videos of the scene would be cool, but it wont be the same for anyone else if you havent just watched the whole movie.