I would also be interested in transport ships hit by submarines but I'm mainly interested in Naval vessels. To follow up, what was the largest crew lost without a single survivor?
It would depend very heavily on how the ship was sunk, but yes, it did happen.
When a magazine blew, it was a virtual death sentence for anyone below decks. The most dramatic instance of this is the sinking of HMS Hood. In the opening salvos of a long-range duel with KMS Bismarck, the Hood was struck by a German 15-inch shell that penetrated through the weakly armored deck to a magazine and blew the ship up from the inside out. All but three hands perished by explosion, fire, drowning, hypothermia, and other causes.
On the other hand, torpedos could be slow, or at least slower, to sink a large ship, allowing time to evacuate crew. When the USS Indianapolis was torpedoed off Tinian in 1945, all but 300 of the ship's 1200 man crew got off the ship; however, of the 900 who went into the water, 600 died of shark attack, dehydration, and exhaustion.
HMAS Sydney, a light cruiser was sunk with all hands during an engagement with the German raider HSK Kormoran on 19Nov1941 off the West Australian coast (i.e. in the Indian Ocean). There were no survivors from the 645 man crew of the Sydney. The lighter armed Kormoran left the scene badly damaged, steaming towards the Australian coast and also sank but lost only 80 of its crew of 397, the rest being rescued.
As a raider the Kormoran was disguised as a merchant ship, and German descriptions of the battle describe the Captain of the Sydney approaching too closely within range (the Sydney’s guns outranged the Kormoran’s) to challenge and identify, allowing the Kormoran to raise her battle ensign and fire on the Sydney before the Sydney fired into the Kormoran.
Very recent discovery of the wreck of the Sydney tend to support the accounts of the Kormoran’s crew.