A few have over the years. If you count "living to death" by a Weeping Angel's touch then Rory and Amy did as well.
Adric and Katarina also died, as did Peri(sort of). If you count characters that have died and come back to life, than Captain Jack.
Sara Kingdom was aged to death, Kamelion was destroyed, K9 mark 3 blew up and Adelaide Brooke shot herself. Harry Sullivan is implied to have passed away, as Sarah refers to him in past tense in SJA: Death of the Doctor and Brigadier Lethbridge Stewart passed away peacefully some months prior to "The Wedding of River Song".