Not the first Disney film to end with...(SPOILERS)
The death of a main protagonist. I know some people act shocked and surprised by this having a sad ending and I understand that since they're used to Disney's more popular films ending on a happy note. But it's been done before, both animation and live-action:
Make Mine Music: The last sequence is the Whale who Wanted to Sing at the Met. It ends with the whale being harpooned by a man who (mistakingly) thinks he swallowed three opera singers, when in fact, he just sang in 3 octaves. The last shot is that of the whale singing at the gates of heaven.
The Adventures of Ichabod and Mr Toad: OK. I realize we don't really know what happens to Ichabod, but I just thought I'd throw this in in case.
Old Yeller: I haven't seen the whole movie, but I know how it ends.
The Old Curiosity Shop with Peter Ustinov: Not a Disney film per-se, but it was released in conjunction with the Disney Channel. It ends with Little Nell dying and words of how innocence can live on in our hearts and memories.
Tuck Everlasting: We see the gravesite of Winnifred.
POTC: Dead Man's Chest: Even though he is resurrected in At World's End, Jack Sparrow is eaten by the Kraken and banished to Davey Jones's Locker.
Bridge to Terabethia: Again, haven't really seen this, but I know it does end with the death of the main heroine (just like in the book).
"HOPSCOTCH!"