Goku:
He was killed first by Piccolo's Special Beam Cannon while holding Raddiz.

The second time he was killed when he teleported Cell to King Kai's planet when Cell self-destructed.

Gohan:

When he was eaten by Majin Buu.

When the Androids killed him[in Future Trunk's Time].

Goten:

eaten by Buu(when he was a part of Gotenks).

Gotenks:

When he was eaten by Majin Buu.

Vegeta:

When Frieza shot a laser beam at him because he wouldn't shut-up.

When he exploded himself to try to kill Majin Buu.

The Androids killed him(in Future Trunk's Time).

Piccolo:

He was killed by Raddiz.