American Hero

Thankfully this doesn't have to be done on one save file and you can start a new game as often as you want without worrying. I'm going to list the checkpoint, method of death, and how to achieve it.

PRIVATE BOOTH CHECKPOINT

Injected with a needle (yeah or what the -> more)
Death by disco (do nothing -> escape)
Drive-by shooting (do nothing -> boombox -> take it -> shortcut -> limo -> Laura's -> gate -> save it -> fight em -> get out -> a ledge -> my ride )
Run over by semi truck (do nothing -> boombox -> take it -> shortcut -> limo -> Laura's -> gate -> save it -> fight em -> get out -> do nothing)
Bleeds to death (do nothing -> boombox -> take it -> shortcut -> limo -> Laura's -> gate -> save it -> fight em -> get out -> a ledge -> fail the QTE)
Fat Lady Throwing Knife (do nothing -> boombox -> take it -> shortcut -> limo -> Laura's -> gate -> grab her)
Broken Neck (do nothing -> boombox -> take it -> shortcut -> limo -> Laura's -> gate ->front door -> play along)
Run over by semi 2 (do nothing -> boombox -> take it -> shortcut -> limo -> KVK -> A ) (not sure if this is necessary)
Outgunned (do nothing -> boombox -> take it -> shortcut -> cut thru -> do nothing x2)

Alternate Routes:

Drive-by shooting (what the -> what the fuck -> boombox -> take it -> Laura's -> either choice -> gotta go -> run -> drop -> get it (Laura's) -> my ride )
Run over by semi truck (what the -> what the fuck -> boombox -> take it -> Laura's -> either choice -> gotta go -> run -> drop -> split (shortcut) -> limo -> KVK -> A)

KVK CHECKPOINT

Chopped By Tiny with an Axe (get in -> yeah -> just talk -> do nothing)
Electrocuted (get in -> yeah -> just talk -> fight -> cable)

LAURA'S HOUSE CHECKPOINT

Bearhug by Fat Lady (any choice -> huh? ->do nothing or fight)
Surprise Gunmen (any choice -> huh? ​-> leave -> waste her)

ABANDONED LOT CHECKPOINT

Shot by Goons (take em or do nothing)

DOCK CHECKPOINT

Beaten to Death by Hooligans (run or do nothing)
Car Crash (pray -> when you get into the taxi leading into the CAR CHASE CHECKPOINT, pick "right" as the choice to die in a lame fade-to-black car crash. Can also be achieved via other routes as long as when you get into the taxi it cuts to a scene of Jack asking who the driver is.)

CAR CHASE CHECKPOINT

Wrapped Around a Telephone Pole (fight)
Crashes Into a School Bus Filled with Gasoline (gas)

CHEMICAL PLANT CHECKPOINT

Shot by Krueger's Goons (kill em) - Note: I find this scene is random. Sometimes Jack will grab the gun and other times he won't. Depending on what scenes you've done prior you might get a choice to take the gun or to run, in which case take the gun then try to kill Krueger.
Crushed to Death (do nothing in the room with Laura)
Shot by Ponytail Guy (when escaping, pick all left or all right options and he will shoot you both)

VIRUS LAB CHECKPOINT

Chemical Explosion (sneak in-> this one)

RESERVOIR CHECKPOINT

Gunned Down by Krueger's Men with Hoover (Hoover)
Gunned Down by Krueger's Men (Krueger -> kill im )
Falls to Death (drums -> Hoover -> grab it )
Jack and Laura Both Die (drums -> Krueger )

Let me know if this doesn't work for anyone.

EDIT: Thanks to albajos in the comments for pointing out the car crash death, I totally overlooked that one in my list.

EDIT 2: Thanks to o El Diablo x who had pointed out that Run over by semi and Drive-by Shooting weren't working as intended, so I found alternate routes to achieve them.