Who died by the hand of Thanos or his henchmen:
Loki: Loki offers fake fealty to Thanos and then immediately tries to assassinate the evil alien. Thanos doesn’t buy Loki’s trick and
quickly murders him. Thanos quips, “No resurrections this time” after
Heimdall: Thanos and his children murder Thor’s best friend Heimdall (Idris Elba) when they invade Thor’s ship. But before he
dies, the Asgardian opens up a gateway to Earth for the Hulk to
Gamora: Red Skull tells Thanos that he will have to sacrifice something he loves in order to get the Soul Stone. Thanos apparently
loves Gamora — just enough to throw her over a cliff. Gamora dies and
Thanos walks away with another Infinity Stone.
Vision: Scarlet Witch (Elizabeth Olsen) destroys the Infinity Stone inside Vision’s (Paul Bettany) head to keep it from Thanos. But
Thanos uses the Time Stone to turn back time and restore the stone and
Vision. He then crushes Vision’s head in his hands and takes the
Infinity Stone. Vision is left lifeless on the ground.
Note: Shuri might be able to fix him as she was working on
Disintegrated by the Gauntlet effect:
Black Panther/T’Challa: Okoye (Danai Gurira) cries out as her king disintegrates.
Spider-Man/Peter Parker: Spider-Man disintegrated on Titan.
Doctor Strange/Stephen Strange: Doctor Strange disintegrates also on Titan. As he dies, he tells Iron Man that giving up the Time Stone
to Thanos in exchange for Iron Man’s life was the “only way.”
Winter Soldier/Bucky Barnes and Falcon/Sam Wilson: Both got disintegrated in Wakanda.
Scarlet Witch/Wanda Maximoff: Like many others, she also got disintegrated in Wakanda.
The Guardians of the Galaxy Members: Star-Lord, Groot, Drax and Mantis — all four perish in the culling. However, director
James Gunn has already confirmed that Guardians of the Galaxy Vol. 3
will happen. So some combination of these characters certainly be
Nick Fury and Maria Hill: The former S.H.I.E.L.D. agents disintegrate in New York in a post-credit scene from the film — but
not before they call on Captain Marvel for help.
Captain America/Steve Rogers: When he faces down Thanos one-on-one, Thanos inexplicably decides to toss Cap aside instead of
just killing him.
Iron Man/Tony Stark: Despite being stabbed in the stomach, Iron Man survives. Doctor Strange trades the Time Stone to save Iron Man’s
Thor: With the help of his new battle axe, Thor is able to stab Thanos in the heart. Thor survives, but he doesn’t stop Thanos from
destroying half the universe.
Black Widow/Natasha Romanoff: Black Widow takes out several of Thanos’ children in the battle in Wakanda and survives the fight.
Hulk/Bruce Banner: Bruce Banner also manages to live despite his inability to turn into the Hulk for most of the movie.
War Machine/James Rhodes: Rhodey lost the use of his legs at the end of Captain America: Civil War (though he can now walk with the aid
of Stark technology). At least he made it through the end of Infinity
Rocket and Nebula: Of the original Guardians crew, only Rocket survives. Gamora’s sister Nebula also lives.
Okoye and M’Baku: Black Panther may be dead, but Wakanda lives on. Okoye and M’Baku survive.
Shuri: Black Panther’s sister Shuri tries to remove the Infinity Stone from Vision’s head, but is thrown from her lab by one of Thanos’
children before she can finish. We don’t see what happens to her when
half the world’s population disappears.
Pepper Potts: The last we heard from Pepper, she was berating Tony for abandoning her to fight evil — again. We don’t know whether she
survived the culling.
Captain Marvel/Carol Danvers: Nick Fury called Captain Marvel right before he disintegrated. The new, extremely powerful hero
probably survived the culling and will likely swoop in to help save
the day in Avengers 4.
Hawkeye/Clint Barton: The archer (Jeremy Renner) was conspicuously missing from Avengers: Infinity War. He was on some house arrest.
Ant-Man/Scott Lang: We know from the Ant-Man and the Wasp that Ant-Man (Paul Rudd) was put under house arrest after the events
of Captain America: Civil War and before Infinity War. Scott Lang (Ant-Man) survives the event, but appears trapped in the quantum realm.
The Collector: We see the Collector (Benicio del Toro) alive and well in Thanos’ alternate reality, but then discover he’s not actually
hanging out in his museum. Did Thanos kill him? Did he flee? Did he
survive the culling? We don’t know.
Wong: Wong (Benedict Wong) returns to the Sanctum Sanctorum to protect the building after Doctor Strange is taken captive by Thanos’
children. We never see whether he lives or dies.
Other survivors who did not appear/are not mentioned in the film itself:
Valkyrie: She also survived somehow with a few other Asgardian/Thor 3 survivors (and maybe Korg and Meek too). Refer to this question for more details:
Where was Valkyrie?
Other major characters:
We don't know the status of Eitri and Red Skull/Stonekeeper. Red Skull should be free now as he doesn't have to be a stone keeper, but we don't know if he got disintegrated or not. Most probably Eitri survived as the Gauntlet is burned up and they might need him in the sequel to make a new one, as per speculations/assumptions.
Black Order Members (Corvus Glaive (stabbed for now but he can come back if he is depicted same as comics counterpart), Proxima Midnight (crushed by a giant machine), Ebony Maw (died in outer space when forced out of the ship through a hole), and Cull Obsidian (exploded in air by Hulkbuster (Bruce)).