Lucy died after being stabbed multiple times in the chest by a psychotic patient in the ER who was off of his meds. While she survived the stabbing and the following surgery, she suffered a pulmonary embolism (blood clot) and died.
In real life, Kellie Martin, the actress who portrayed Lucy, felt underused and that her character's story wasn't interesting, so she asked to be let out of her contract. Warner Bros. Television obliged and ended her run with one of the most talked about two-parter episodes in the history of the series.
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Gone Away by Lucy Schwartz
Lucy is John McClane's beautiful daughter.
He doesn't die in an episode, he dies during the timeskip. Lucy finds out about it in episode 124.
they all die at the end. spoiler alert...
Lucille BallDesi ArnazWilliam FrawleyVivian VanceYes, i do love the show I Love Lucy