Sanguinius: He know's he can't defeat Horus, but he fights to the end and it was probably the opening in Horus' armouir that he made that allowed the Emperor to kill him.
Rogal Dorn: Went on a mad boarding frenzy through a Chaos fleet taking out the bridges on most of them and even after his retinue was gonew he continued to the last, biggest, baddest shp in the fleet and died taking out the bridge! All that reamained of him was a hand IIRC.
Ferrus Mannus: Primach of the Iron Hands. Went to Isvaan V with 4 other legions and his own to take on Horus' legion. Upon landing 3 of the legions accompanying him turned traitor (IIRC), leaving 2 loyal space marine legions against 4 traitor ones. Like all primachs he fought to the last, buying time for the few survivors to escape.
40K is full of macho deaths and my army commander seems to have one every 3 games
![Smile :)](./images/smilies/icon_smile.gif)
Also from SW
Borsk Fey'la: Redeems himself for wrecking the NR by going out in style, taking (IIRC) 25000-50000 Yuuzhan Vong with him including the commander of the ground forces