Off the top of my head; Hitler.

Edit; wikipedia has a list. http://en.wikipedia.org/wiki/List_of_heads_of_state_and_government_who_died_in_office

Adolf Hitler, Führer of Germany (1945) - suicide

Nguyen Van Thinh, Prime Minister of Cochinchina (1946) - suicide

Getúlio Vargas, President of Brazil (1954) - suicide

Salvador Allende, President of Chile (1973) - suicide

Mehmet Shehu, Chairman of the Council of Ministers of Albania (1981) - suicide (disputed)

Lazarus Salii, President of Palau (1988) - suicide

you should include Cleopatra of Egypt on that list. That was pretty famous.

According to the official line, Ludwig II of Bavaria committed suicide by drowning. However, this is highly controversial, as, among other things, the coroner's report stated he didn't have water in his lungs.

The Western Roman Emperor Valantinain the second committed suicide at the age of 21.

It is said he committed suicide as Valentinian himself seems to have exercised no real authority, and was a figurehead for various powerful interests: his mother, his co-emperors, and powerful generals. On 15 May 392, Valentinian was found hanged in his residence in Vienne. It is presumed that he killed himself as all his orders had to be confirmed by Arbogast who even laughed when Valentinian tried to dismiss him.

It does not make sense for Valentinian to be killed as he was a powerless figurehead and he was a worthless target to his enemies and no sense to kill a weakling and replace him with a more charismatic individual.

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