From the guy-movie world . . .  Mercy killings of the mortally wounded,
which may not qualify as euthanasia, include touching scenes in John
Woo's The Killer (right before  the final, long fire fight ), Dead
Presidents (in the middle of the Vietnam sequence), Heat (20 or 30
minutes before the end), Full Metal Jacket (the end) and of course the
various "kill me" scenes in the Alien movies.
    Good luck with your search.

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