The only universe in which The Shredder is definitively slain is in the Mirage Comics. He is killed in issue 1 of volume 1. After defeated by the Turtles, he refuses honorable suicide, instead choosing to attempt to blow up the entire rooftop with a thermite grenade, killing the Turtles along with himself. Donatello throws his bo like a javelin, hitting Shredder and knocking both him and the grenade off of the roof. The grenade goes off in proximity to Shredder, killing him.
He also died in the movie universe, when he consumed the same Ooze that had mutated the turtles years ago, became Super Shredder and collapsed a pier on himself while trying to destroy the turtles, who escape their end by jumping to the nearby river.