There are a lot of comics different from the DC-Canon and the Joker died actually in Frank Millers The Dark Knight Returns. Let me QUOTE from the Batman Wikipedia:
"But, in the end he still cannot bring himself to kill his old enemy, stopping himself before fully killing the Joker, leaving him paralyzed instead. The Joker, laughing madly, commits suicide by twisting his own broken neck, intending for the police to charge Batman with murder."
But it refers only to this comics line and don