A continuously updated list of all the Jedi killed around the time of Order 66.

Killed during the arrest of Chancellor Palpatine:
Saesee Tiin [ROTS]
Agen Kolar [ROTS]
Kit Fisto [ROTS]
Mace Windu [ROTS]

Killed during the raid on the Jedi Temple:
Jurokk [ROTSN]
Jocasta Nu [ROTSVG]
Whie Malreaux [ROTS]
Bene [ROTS]
Cin Drallig [ROTS]
Serra Keto [ROTSVG]
"group of hiding younglings" [ROTS]
Zett Jukassa [ROTS]

Killed during Order 66:
Ki-Adi-Mundi [ROTS]
Aayla Secura [ROTS]
Barriss Offee [ROF]
Plo Koon [ROTS]
Luminara Unduli [ROTSC]
Stass Allie [ROTS]
Traavis [CWA4]

Please note that Jedi that do not appear on this list do not necessarily survive Order 66. In many instances, their fate just hasn't been determined (or revealed) yet.

SOURCE CODE KEY:
CWA4: Clone Wars Adventures Volume 4
ROF: "Reversal of Fortune" online comic
ROTS: Revenge of the Sith
ROTSC: Revenge of the Sith Comic Adaptation
ROTSN: Revenge of the Sith Novelization
ROTSS: Revenge of the Sith The Illustrated Screenplay
ROTSVG: Revenge of the Sith Video Game

Casualties of the Jedi Order thread