I know this makes me a nerd, but I am a poetry-freak. Anne Sexton is one of my favorites. She killed herself in the garage with the car running.
It was expected, because she was known as a suicidal poet and had attempted before. My poetry teacher in college, who knew her, told me that she didn't feel it was suicide. Anne had eaten lunch with Maxine Kumin and was found later at home. Many people think she got drunk at lunch, and came home and fell asleep in the car with it running.
My teacher also said that Anne used to carry her phi beta kappa key around (no one does that). The kicker is, she never went to college beyond beauty school, it was honorary. She always had a lot of insecurity about that.
Then there's Sylvia Plath, crawling in the oven while her two kids were locked in the bedroom.
Oh, and Vrigina Woolf who weighed herself down with rocks to drown
Anyone have others to share?