Bellatrix kills Dobby. When Dobby comes to Malfoy manor to save Harry,Ron and Hermione who were prisoners there, he takes them out of there によって Apparition - but just a 秒 before they vanish together, Bellatrix throws a dagger out of fury - since she didnt have her wand (she was disarmed によって Harry). And that dagger vanished along with the trio,griphook and dobby and it hit Dobby and Dobby died (sob...sob...). Hope this clears your doubt.