If you are interested in this theme, I strongly suggest you take a look at The Golden Bough by James George Frazer. Just to give you a taste, here's how he begins Chapter XXIV, where he first introduces the theme of "The Mortality of the Gods":
Man has created gods in his own likeness and being himself mortal he has naturally supposed his creatures to be in the same sad predicament. Thus the Greenlanders
believed that a wind couId kill their most powerful god, and that he would certainly die if he touched a dog. When they heard of the Christian God, they kept asking if he never died, and being informed that he did not, they were much surprised, and said that he must be a very great god indeed. In answer to the enquiries of Colonel Dodge,
a North American Indian stated that the world was made by the Great
Spirit. Being asked which Great Spirit he meant, the good one or the
bad one, "Oh, neither of them," replied he, "the Great Spirit that
made the world is dead long ago. He could not possibly have lived
as long as this." A tribe in the Philippine Islands told the Spanish
conquerors that the grave of the Creator was upon the top of Mount
Cabunian. Heitsi-eibib, a god or divine hero of the Hottentots, died
several times and came to life again. [...] The grave of Zeus, the great
god of Greece, was shown to visitors in Crete as late as about the
beginning of our era. The body of Dionysus was buried at Delphi
beside the golden statue of Apollo, and his tomb bore the inscription,
"Here lies Dionysus dead, the son of Semele." According to one
account, Apollo hirnself was buried at Delphi ; for Pythagoras is said
to have carved an inscription on his tomb, setting forth how the god
had been killed by the python and buried under the tripod.
He then proceeds to analyze in more detail some specific examples, some of which were already mentioned both in the question and in some of the answers and comments (Baldr, Dionysus, Jesus, Dumuzid, Osiris). Although his interpretation that the dying (and often resurrecting) god motif should be seen as an allegory of the yearly natural cycle of death and rebirth is not taken seriously by scholars nowadays, the books is still an impressive collection of myths and folktales from all over the world.