
According to The Book of Lost Tales Turgon perished with the fall of his tower...
http://en.wikipedia.org/wiki/File:The_Fall_of_Turgon's_Tower.jpg
Tolkien never finished updating the long prose version of this tale, but I'm guessing this detail was to survive -- and I can't remember at the moment if any of the briefer texts that followed The Book of Lost Tales referred to this -- but anyway, that's how he died in the very early tale at least.