post an anime series in which the main lead died!

Air. That one nearly made me cry . .

Code Geass

Anime K

DeathNote

Main Lead L will Die...............!!!

Vampire Knight. -SPOILER- Yuki kills herself to turn Kaname into a human at the end of the story.

Shiki

himari takakura from mawaru penguindrum... she dies several times throughout the show

Blassreiter

Aura Battler Dunbine has the protagonist among the casualties in the last episode.

HA! Someone posted L. He wasn't the main character. He was the main antagonist, however.
But still, the correct answer would be in Death Note, Light Yagami gets shot by Matsuda at the end and dies from Ryuk writing his name soon after.
It was a really depressing scene, actually.

Akame ga Feels.