John Kramer (Jigsaw) dies at the end of Saw VI (2009). But the franchise's non-linear storytelling makes this tricky. Here's the full timeline.
The franchise uses non-linear storytelling. Kramer's chronological death is in Saw VI (just before III), but his onscreen autopsy opens Saw IV. He appears in all films via flashbacks.
So: Dies in Saw VI (2009), chronologically just before Saw III.