Sara Kingdom died in the same story in which she first appears. Some fans define her as a companion and others do not.
Of the (arguable) companion characters, Katarina, Sara Kingdom, Adric and Kamelion all died on-screen.
Kamelion, an actual robot which had chronic technical problems, appeared in only one story in Season 20 and a second in Season 21 and died in the second story. Because Kamelion could change shape into anyone, a number of actors played him.
Susan, Jamie, Harry, Sarah Jane guest starred in later stories and Zoe, Liz, Adric, Tegan, Nyssa, Turlough and Kamelion appeared in cameo roles, played by the original actors rather than in stock footage or still photos. K-9 Mark III has also made a cameo.
Spin-off media have established Ace's surname as McShane. The production team had intended that if revealed in the course of a story Ace would either have the last name Gael (an allusion to the movie version of The Wizard of Oz) or whatever would suit the story. We have at least three possible explanations for how Ace's life progressed after the end of the series.
Companions
with the first Doctor
with the second Doctor
with the third Doctor
with the fourth Doctor
with the fifth Doctor
with the sixth Doctor
with the seventh Doctor
NOTESRecurring or Significant Villains
The Master appeared as a regular in Season 8 and has many guest appearances in subsequent seasons and the Television Movie. The Valeyard appeared in every episode of the Season 23, a season which contained just one, long, story. Other Recurring or Important Characters
Lethbridge-Stewart appeared as a regular in Seasons 7 and 8 (as well as making guest appearances before and since). Benton and Yates appeared as regulars in Seasons 8, again making other appearances before and after. The Inquisitor appeared in every episode of Season 23.