Actors and actresses who never saw their last movie

HEATH LEDGER: His performance as the Joker in the summer blockbuster “The Dark Knight” earned rave reviews, died months before the film hit theaters.

VIC MORROW: Morrow, along with two young children My-Ca Dinh Le (aged 7) and Renee Shin-Yi Chen (aged 6), died on the set of Twilight Zone: The Movie (1982).

BELA LUGOSI: Lugosi died of a heart attack on August 16, 1956 while lying on a couch in his Los Angeles home. He was 73. Rumor has it that Lugosi was clutching the script for "The Final Curtain", a planned Ed Wood project, at the exact moment of his death. [4]One of Lugosi's roles was in a movie released after he was dead.
Ed Wood's Plan 9 from Outer Space features footage of Lugosi interspersed with a double. Wood had taken a few minutes of silent footage of Lugosi, in his Dracula cape, for a planned vampire picture but was unable to find financing for the project.

CHRIS FARLEY: The pudgy SNL funnyman died of a drug overdose in 1997. His final film, “Almost Heroes,” was released the following year.

BRANDON LEE: The son of martial arts film star Bruce Lee died in a mishap on the set of “The Crow” just eight days before filming was to be completed. The martial arts star died at 32 from a cerebral edema, one month before the release of his last film,
“Enter the Dragon".

JEAN HARLOW: Harlow was just 26 when she died of kidney disease just a month before release of her 1937 film “Saratoga.”

Well besides these actors and actresses, there are many more others like Tupac Shakur, James Dean, Clark Gable, Phil Hartman, Marilyn Monroe.
To read more about them [Source]