If you think Game of Thrones has too many character deaths, you haven't seen anything. Anime can be absolutely brutal when it comes to its characters' survival, and anime with a lot of deaths are more common than a casual viewer might realize.
Which is the anime with the most deaths? You might expect horror series to top the list, but some of them also fall into the shonen genre. Shows like Corpse Party and Shiki may be total bloodbaths, but planets and even universes full of people die in Dragon Ball Z.
If you plan to watch one of these shows, don't get too attached to any of the characters - otherwise, you'll be crying by the end. (Warning: Spoilers ahead!)
Elfen Lied is one of the bloodiest anime ever created, so it shouldn't be surprising that many of the characters don't survive. Many of these deaths involve random security guards whose bodies Lucy tears to shreds. Others involve named characters - one particularly distressing example is when Mariko and her father die together in a form of murder-suicide.
People get sliced in half, shot, and otherwise brutally killed in every episode. Even animals and children aren't spared - Lucy's classmates kill her puppy, and she retaliates by killing them.
This anime has "kill" in the title, so it's obviously chock-full of character deaths - and many of those have some serious emotional impact. One of the most intense fatalities comes after the battle between Esdeath and Akame - the two women nearly destroy each other, but Akame is ultimately victorious. Esdeath starts out as a sadistic, emotionless monster, but ultimately changes her ways to some degree when she finds love.
When Akame defeats her, she meanders over to her lover's dead body, then freezes both of their bodies together, dying herself. This is one of the most emotionally resonant deaths in the series, but there are plenty more where that comes from.
Horror anime tend to be pretty fatality-heavy, and Another is no exception. The story focuses on a curse with the potential to kill everyone in class 3-3 at Yomiyama North Middle School, and everyone associated with them.
Though it starts off slow and atmospheric, the deaths begin to pile up as the story progresses. Yukari Sakuragi falls and impales herself on an umbrella on the same day her mother dies in a car accident. Aya Ayano's family tries to escape the town, but their car gets hit by a rock, causing them to drive straight off a mountain road. Shoji Kubodera, the class's homeroom teacher, dies by suicide in front of his students. Later, everyone starts murdering each other.
By the end of the series, there are few survivors.
Future Diary is about a literal death game, where holders of magical diaries have to kill each other in order to achieve godlike powers. Most of the diary holders are killed at some point, often through brutal means, like explosions or stabbings.
But since there are multiple timelines in the series, most people survive in the end. Viewers still get treated to an absolute bloodbath, which includes things like Yuno going back in time and murdering her past self. Unless you're a particularly attentive viewer, it can be difficult to remember who has already died - and how many times.