This list is from the website www.sports-reference.com a comprehensive guide to most olympic activities and statistics, as well as baseball, national football league, and national hockey league stats.
If you open the above list you can click on the name of any athlete and a short biography and their individual Olympic results will be available. Sports in the list are abbreviated such as MOP for Modern Pentathlon or ICH Ice Hockey. ART indicates Artist, as for many year the Olympics was also a competition in the arts. This is a long list of over 400 names. It is sad and yet inspiring reading. There are heroes and villains listed. The common bond is their Olympic participation. I recommend a good glass of alcohol and a handkerchief if you choose to go through this list. The wars range from WWI to the current wars in Afghanistan and Iraq. There is one modern pentathlete who died in the last cavalry charge in modern warfare, a Cuban rower who died in the Bay of Pigs invasion, and a Canadian 400 meter runner killed by friendly fire in Afghanistan.
One notable exception from this list is that of Eric Liddell, the 1924 , 400 meter champion and 200 meter bronze medallist from Great Britain/Scotland, who died in Japanese occupied China during WWII. Why he is left off the list is not explained. Other names may also have been left off. Your help would be appreciated if there are others you notice missing.
Of note too, I have seen a list of over 400 international athletes , not all Olympians, who were killed in WWI including 3 Tour de France winners. The Tour was actually underway in 1914 when war was declared. The winner that year died a year late in the war.
This is the list of track and field athletes only and pictures where available.
Athletes after Luz Long will be added at a later date.