The Knights of the Round Table.
Being a knight is not easy. Risking your life over and over is part of the job description. And so is dying, as morbid as it sounds. Especially if you're a knight of the Round Table. If you don't die, you watch your fellow knights — your friends — fall, one by one, until you're the only one left standing.
Lancelot.
Just before he and Merlin arrived at the Isle of the Blessed, he had wondered if he would willingly give up his life for something. Merlin had answered quite honestly. "You have to have a reason. Something you care about. Something that's more important than anything."
With those words in his mind, he walked towards the veil when it was time. He had many reasons to do what he did. Protecting Camelot, keeping the promise he'd made to Guinevere, and saving his friend's life.
So he looked back at Merlin with a smile, before he stepped into the veil.
"I want to pay tribute to Sir Lancelot. We owe him a great debt. It is not just his deed that we'll never forget. It's his courage. His compassion. His unselfish heart. He was the most noble knight I'll ever know. He gave his life for all of us." Arthur's words remained with everyone present as the pyre burnt in honour of Sir Lancelot, the bravest and most noble of them all.
Elyan.
Elyan did it to save his sister. It was his fault after all, he would do whatever he could to rescue her. Even fight with an enchanted sword that — supposedly — nobody could beat.
It was in that swordfight that he got mortally wounded, stabbed by the enchanted blade. He still managed to continue the fight, despite his injury, and outwitted the sword, throwing it out the window, only for it to try to return, embedding itself in the shutter.
Unable to hold on for much longer, the knight collapsed, and Gwen rushed to his side. "Father would be proud of you," said her sister, to which Elyan responded that he would be proud of her too. "So proud."
Those were his last words.
He had no idea the sister he rescued was not the same sister he'd lost in the forest a few days ago. He had no idea she would try to bring down Arthur.
It was probably better that way. To Elyan, his sister was safe, he had fixed his mistakes. He could die peacefully. It was indeed better that way.
Gwaine.
Gwaine and Percival went after Morgana for revenge. And they might've got it too, if only Morgana could be killed by a mortal blade. At least, they could've mortally injured her. But she can't be killed that way, and neither of the knights knew that. They were rendered unconscious by the witch.
When Gwaine came back to his senses, Morgana wanted him to tell her where Arthur really was, in which direction he'd really gone. Not that ever would, not willingly. But the witch has her tricks, and soon she was torturing him, getting out the information that she wanted.
Then she left him for dead. No one could survive the Nathair, after all. At least not when they were in Gwaine's state. And then Percival came.
"I failed," Gwaine told him. His friend tried to convince him otherwise, but it was too late. Gwaine died soon after, thinking he'd failed his king. The worst death a knight could have.