Well...if you think Gandalf's staff isn't a weapon, then Gandalf. He fought the Balrog un-armed (I know it's wrong) and died at ZiragZigil, but was reborn courtesy of the Valar.
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'But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.'
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