Baba.  Fortune Teller, also Kamesennin's older sister.

King Enma.  Gateskeeper and judge of the dead, he was never involved in any of the fights.

Mr. Satan.  Surprisingly, this lukcy fool survived through many powerful opponents. He nearly died when he was shot once, but was healed by Buu in time.

Kaiou-shin.  He nearly died once, but was found and by the resurrected Kibit.

Mr. Buu. The fat Buu that we were introduced to, he was absorbed by Super Buu, and later was almost killed by True Buu.

Pan, Bra, and Ubuu (and all the others who were born after the Buu saga).  Because they were not born yet during these fights, they never got killed.