The closest any nominee for a major political party to be assassinated during an election campaign was Robert Kennedy, in 1968. However, the 1968 Democratic Party had an unusual primary season. For one thing, the Democratic Party had an incumbent President, LBJ, that did not drop out of the race until after the New Hampshire primary. That opened the door for Hubert Humphrey, the sitting vice-president, and Robert Kennedy to enter the race, in March of 1968, which was rather late.
Humphrey did not contest many primaries, but had the backing of the party establishment. Even though Robert Kennedy and Eugene McCarthy won more primaries, Humphrey was leading in the delegate count. Kennedy won the California primary, the day he was shot. While he not have the lead in the race, Robert Kennedy had the momentum. Humphrey did not have enough delegates to secure the nomination of the Democratic Party at the time of this assassination and it sure looked like the Chicago convention of the Democratic party was going to be a long drawn out affair. A brokered convention. Even with the untimely demise of Robert Kennedy, the Chicago Convention was still very unruly. There were riots in the streets, although there was no real doubt that Hubert Humphrey was going to win the nomination.
Sources: TIME magazine articles about the 1968 presidential election.
"Miami and the Siege of Chicago: An Informal History of the Republican and Democratic Conventions of 1968" by Norman Mailer