Death of a Salesman, The last two days in the life of Willy Lowman.
Cat on a Hot Tin Roof. Big Daddy has cancer.
A Soldier's Play. WWII era play about an african american officer investigating the death of a black soldier in on a military base in the south.
Both Jesus Christ Superstar and Godspell are about the crucifixion of Christ.
R&J is mentioned in other responses, but damn near anything by Shakespeare has death in it somewhere (save for his comedies). McBeth is his shortest and bloodiest play. Hamlet starts with the guards and Hamlet meeting the ghost of his murdered father.
Death is actually a very big theme for plays. There are many others out there.