http://www.youtube.com/watch?v=-a6lVeIPfzs Here's a complete video of all the fatalities.
1. Shadows will grab you and self destruct, leaving nothing but your sword pounding in the ground.
2. Marionettes will slash the crap out of your neck, and continue to do so even when you're dead.
3. Fetish will beat you up a bit, then cook you for supper.
4. Kyklops/Phantom will knock you dead with their/his claws, then eat you for lunch.
5. Sin Scythes will 'kidnap' you with their umbrella thingies, then something weird happens then, but you can hear some sort of spinning going on.
6. Death Scythes will slash you up against a wall, then knock your corpse in the air and rain it with multiple scythes.
7. Big Beelzebubs will break your back continuously.
8. Nobodies will break your entire skeleton, by smacking you on the ground... big time.
9. Blades have some kind of blood orgy with you... I dunno, it's not very clear what they're doing to you.
10. Although not shown in the video, Phantom will probably do that scorpion tail grabbing thing with you.