http://en.memory-alpha.org/wiki/Course:_Oblivion_%28episode%29

Don't forger the Quantum Duplicate Voyager crew who all died, except for two.

http://en.memory-alpha.org/wiki/Deadlock_%28episode%29

I think Voyager set a record for the number of times we saw the crew die!

I'm sure there's a more depressing hour of Trek, but I'm repressing the memory at the moment. The TNG one where Lwaxana Troi falls in love with Major Winchester, whose culture demands ritual suicide was a real downer though.