http://deadspin.com/5454190/dead-wrestler-of-the-week-ludvig-borgaThis one's a bit old, but I felt it worth posting. He had a brief stint in the WWE (back when it was WWF) as a heel from Finland who was sick of America and its pollution. He had some short feuds with Lex Luger and Scott Steiner that culminated in a match at 1993 Survivor Series. His team (consisting of Borga, Yokozuna, Crush, and Pierre of The Quebecers) lost to Luger's (Luger, Undertaker, Steiner Brothers).
Last I'd heard of him in the WWE he was scheduled to face Earthquake at Wrestlemania X, but was replaced by Adam Bomb due to injury. He left soon after, as his injury would no longer allow him to wrestle. He turned to the world of politics after that.
RIP
NOTE: I apologize in advance for the link. It's not quite the best source, but it was the first I'd found. IMDb does list a date of death as well.