The only important characters that I know of died in Naruto Shippuden are
Orochimaru
Jiraya
Pain
Itachi
Deidara
Sasori
Hidan
Kakuzu
Asuma
Danzou
Hanzou (Assumed)
Lady Chiyo
Kakashi (Revived by Pain)
Gaara (Revived by Lady Chiyo)
Chat with our AI personalities
A lot of them were said in another comment but they missed a few, so I copied and pasted and then added a few more
Neji
Orochimaru (Revived by Sasuke)
Jiraya
Nagato
Konan
Black and White Zetsu
Obito/Tobi
Madara Uchiha
Danzo
Itachi
Deidara
Sasori
Hidan
Kakuzu
Asuma
Danzou
Hanzou (Assumed)
Lady Chiyo
Kakashi (Revived by Pain)
Gaara (Revived by Lady Chiyo)
Naruto shippuden episodes haven;t been released yet naruto shippuden 126 is gona release on 9/10/2009 and respectively others will be released each week.
It actually was just called Naruto: Shippuden the Movie. The next was; Naruto Shippuden 2: Bonds Naruto Shippuden 3: Inheritors of the Will of Fire Naruto Shippuden 4: The Lost Tower
Naruto Shippuden Legend Of Akatsuki Rising Naruto Ultimate Ninja Heroes 3 Naruto Shippuden Kizuna Drive
yes when naruto is loooking for a 3rd teamate in shippuden
"Naruto: Outbreak" Shippuden #183 (I think it was called Naruto-Itis in english)