Yes. Salyut 11, Apollo 13, and Gemini 8. Salyut 11, the explosive bolts that separated the return module from the orbital module of the Soyuz vehicle damaged the pressure hatch, causing a depressurization that killed all three cosmonauts. Apollo 13 is a pretty well-known accident. read more
As of 2018, there have been 18 astronaut and cosmonaut fatalities during spaceflight. Astronauts have also died while training for space missions, such as the Apollo 1 launch pad fire which killed an entire crew of three. read more