Nathan is the one who bites it (it wouldn't really be a
Heroes season finale without Nathan dead or dying, would it?). Sylar kills him. However, as some (like
Temis, I think) have speculated, after Sylar is subdued, Matt works some mental mojo on him to make him believe he is Nathan. He takes Nathan's form, and it seems to work. I'm curious to see where they go with this; plus there are a number of ethical implications inherent to the situation, especially considering only Angela, Matt, and Noah know about it.
One has to wonder, though, did they all forget about Claire's magical healing blood? Couldn't that have saved the real Nathan? It's one of those plot points that boggles the mind... Sure, dramatically it would be too easy, but they made up the rules of their universe -- now they're just going to ignore them when it suits their purpose? Bah.
Oh yeah, no one else dies. Danko is presumably still in custody after this episode ends, Hiro's powers haven't killed him (yet)... and it seems Tracy is indeed still alive. It appears her powers include being able to turn into water and reconstituting herself. And judging from the preview for Volume 5, it looks like she's out for revenge.
Well then here you are:
