Proof of Peril.
Some characters are killed as various kinds of proof for the audience.
This can be proof of peril for the heroes, or for the innocent.
This can be proof of the ruthlessness of the villain.
This can be proof of the lethal environment. In the opening of Saving Private Ryan many soldiers are gruesomely killed in the war beside Tom Hanks, proving both the extreme lethality of the situation and the stakes for Tom throughout the script.
In Jurassic Park (or many other dino movies), people (and other dinosaurs) must die to prove the dinosaurs present a lethal threat; otherwise simple roaring doesn't feel like enough.
In a "nature is the villain" movie (flood, earthquake, tornadoes, super-virulent disease, asteroids coming), many people must die to prove the threat is no joke, preferably sympathetic characters (e.g. young, elderly, or mother and child, perhaps a family). Similarly for "terrorist attack" and "aliens attack" stories.
This can be proof of our hero's lethality; i.e. Dirty Harry has no problem killing bad guys; Denzel in The Equalizer has no qualms about wading unarmed into a den of half a dozen armed gangsters and killing them all.
If your character is supposed to be the most accomplished warrior on the planet, you need to show him in battle quickly. Brad Pitt as Achilles kills some Goliath champion of an opposing army, in a "scheduled" battle, almost in an instant without taking a scratch.
An early death can be foreshadowing of an important death, e.g. the finale death of a developed character, like the villain, a love interest of the hero or story-long sidekick or friend of the hero.
Similar to foreshadow is personal danger: If the villain in your story kidnaps and rapes cheerleaders, then showing him committing his crime with an cheerleader that looks much like your protagonist not only makes the crime a real peril, it specifically puts your protagonist in the cross hairs, so every time she ventures out alone the audience anticipates peril.
+1 Nicol; there is some economy involved too; if we only need to kill people to prove to the audience there is significant peril, then a sketch of such people is enough. In a movie, their appearance alone can evoke sympathy, or antipathy. We don't need to spend a lot of time on them. A book is more forgiving and we might develop them a little; in a film every second counts, literally. But either way, too much investment delays the purpose and signals the reader the victim-to-be is important, which turns out to be a disappointment when they are killed and have no further impact on the plot.
When we kill somebody to prove something we want the audience frightened or impressed, but it is a mistake to make the audience "invest" too much in them only to be disappointed they just die, and quickly, and this has no more ramifications: Their death is a dead end (double meaning intended).
These characters are props, and like props we limit the audience investment so they feel what we (authors) want them to feel: Fear for the protagonist (or dread or hatred of the villain), we don't want them off on a sidetrack with their thoughts occupied by the interrupted life of the prop, what happened with their venture, or kids, or how her parents and siblings and boyfriend are faring after she is raped and tortured to death. To prevent that off-plot mental wandering, we just don't develop our victims and divulge all that information.
We show or tell the minimum of what is necessary about our "proof of peril" victims, only things that will inform the plot (e.g. the college girl's appearance, the time and place of her kidnapping, that suggest our villain's victim-type and modus operandi).