I'm only aware of Chewie's controversial death in Vector Prime. I think a moon fell on him?
Luke appears as a Force ghost in the Legacy comics, set over century after the OT, but I don't think it's revealed when or how he died. Artoo is still around and ends up with Luke's descendants in the story.
I know Threepio apparently buys the moisture farm in an issue of Star Wars Tales, but it's more of a one off "What if?" kind of tale that isn't tied to any other continuity. I would consider the SWT stories non canon.
http://majorspoilers.com/2010/08/22/retro-review-star-wars-tales-19-may-2003/
Han also dies in a another story in the same issue. (With one heck of a crossover with another Lucas universe.)