Dobby was killed by Bellatrix Le Strange in Harry Potter and the Deathly Hallows. Dobby was at Malfoy Manor to rescue Hermione and Griphook, who were being tortured. Just before he Dissapparated, Bellatrix threw her silver knife and hit him in the chest. Moments later Dobby reappeared at Shell Cottage, and Harry realized the hilt of the knife was protruding from Dobby's chest. Dobby died just after.
"Harry Potter and the Deathly Hallows" (First American Hardback Edition)
Author: JK Rowling
Chapter 23: Malfoy Manor
Pages: 474 - 476
ISBN: 0545010225
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Dobby the House Elf's master in Harry Potter and the Chamber of Secrets was Lucius Malfoy as head of the Malfoy Family. It is unknown how long he was devoted to serving the Malfoy Family until Harry Potter freed him from slavery and he became a "free elf". Although he is not bound by the house Elf laws to serve anyone, he considers himself to be in debt to Harry for freeing him and does anything he asks.
Book 6, Harry Potter and the Half-Blood Prince; Dobby attacks Harry's personal house-elf and Sirius Black's old house-elf Kreacher for insulting Harry.
Dobby is a house elf. They serve wizarding families like slaves and can only be freed if they are presented with any type of clothing by their master.
Dobby himself said it. Dobby was a House elf who was in the service of the Malfoy family until the Chamber of Secrets, where Harry put one of his socks in a book Mr Lucius Malfoy had given to Ginny. Harry then returned it to Mr Malfoy and Lucius gave it to Dobby, therefore freeing him.
No Dobby and Kreature are not friends. Dobby is a kind house elf and Kreature is grouchy and mean.
Dobby was buried at Shell Cottage, the home of Bill and Fleur Weasley.
No, Dobby always respected Harry Potter very much as Harry Potter always treated him equally. Harry Potter also freed him from his cruel master, something which Dobby was always grateful for.