Note about free Social Security Death Index Access: In November and December of 2011, a number of genealogy sites removed or restricted their free SSDI access, access to the online version of the SSA Death Master File. The following sites still provide free SSDI access as of February 2012.
FamilySearch - SSDI Search
Free online search of the SSDI, a name index to deaths recorded by the Social Security Administration beginning in 1962. Free, unrestricted search.
Searching the Social Security Death Index (SSDI) in One Step
Steve Morse has created a very handy search form which enhances the search abilities of many of the free SSDI search engines on the Web. You can choose from a variety of free SSDI databases to search. This is the most flexible SSDI search interface available, and my favorite.
Social Security Death Index at Family Tree Legends
The SSDI database at Family Tree Legends is free, and offers a wide range of search features. There is no update schedule posted, however, and deaths from the last 10 years are not included.