Wash's, in "Serenity". It was just so unexpected and abrupt, and it served to generate a sense of unease in the viewer; after Wash's death, no character seemed to be protected by plot armor. Granted, Shepherd Book bit it before Wash did, but the movie seemed to set him up to be separate from the rest of the crew. I loved that Whedon played with this concept of fragility in the ensuing battle, with Kaylee getting darted, Zoe getting sliced up, and Simon getting shot. And then, Mal's battle with the agent... I thought the misdirect was masterfully done.
I've been affected by character deaths before and since, but Wash's death was the only death I've seen in media that has made me worry for the safety of the other characters. It made a lot of sense outside of the movie, too, as "Serenity" was more or less a tribute to some IP that was never going to get resurrected. While watching the movie for the first time, I was left thinking: "what if Whedon just said 'fuck it'?"
