You can find A Supernatural Amphigory, and a little about amphigories, [this entry].
Spoilers through 4x03!! I won't say which letters to skip because that would probably be just as bad...
A Merlin Amphigory
Hark to the tale of this bloodthirsty bard,
A story of sorrow, of deaths come by hard;
Death by monster and magic and melee and more,
By falling and fire and feuding galore.
So listen and learn; ‘chance your own life depends,
On knowing how these met their gruesome ends...
A is for Aredian, who fell to his doom,
Also for Aulfric, blown up with a boom.
B is for Balinor, run through with a sword,
B, too, for Bedivere (knight Questing Beast pawed).
C is for Catrina, a troll with ambition,
Killed by a prince when she failed in her mission.
C also for Cedric, possessed by a ghost,
And C for Cenred, slain by his host.
D stands for Devlin, to his own snakes was fed,
E is for Edwin, an axe in his head.
F is for Freya, who moonlight did show
Was a cat (of a sort), and thus was brought low.
F also for Fisher King, who on his throne,
Tried on some jewellery, and was killed by a stone.
G is Grunhilda, black spots on her face,
At the end of a staff, was blown into space.
H is for Hengist, eaten by moles,
H also for Helen, stabbed full of holes.
I is for Innocent Citizen Three,
Beheaded for magic, by royal decree.
J is for Jonas, by knife he did fall,
J also for Jarl, knocked into a wall.
K is for Kanen, impaled front to back,
L is for Lancelot, who walked through a crack.
M is for Mary, by candles was mashed,
Also Morgause, by magic was bashed.
N is for Nimueh, whom lightning did fry,
Nollar, here too, who from magic did die.
O for Owain, brought low by a mummy,
Along with P: Pellinore, a sword in his tummy.
Q is for Questing Beast (not human, but still),
Speared through with magic by Merlin, with skill.
R is for Radnor, whom most won't recall,
Just another poor knight who ill fate did befall.
S is for Sigan, soul sucked out his throat,
Sophia as well, to pieces was smote.
T is for Tauren, got out by a grave,
Tristain too tumbled, out with a shockwave.
T also for Tom; jailbreak gone bad;
The last T for Tindr, by Gilli was had.
U is for Uther, mad and then dead,
Was stabbed and drank potions that poisoned instead.
V is for Valiant, died by snake and by shield.
W for Will; to a crossbow did yield.
Y is Ygraine, Uther's oft’ mentioned wife,
Gave birth to a son; gave up also her life.
(You'll note X and Z are both gone from this set,
There are no unfortunates with these names... yet.)
There. The list's done. I’ve finished the story
Of death and demise, gruesome and gory.
So keep your rabbits' feet close, friends, and lock up your doors -
For the next life that Camelot claims could be yours...
[+] Could not for the life of me find anything for X and Z! Someone help! I was thinking 'X' for the Roman numeral 10, but couldn't find anything to go with it (only 7 Knights of Medhir, alas). Completely stumped for Z.
[+] You have no idea how long it took to dig up an R. Sir Radnor met his end in "The Witch's Quickening"... on Alvarr's sword in the first few minutes, if I'm not mistaken.
[+] Dr Who version is calling my name.... (gawd, it's never gonna stop, is it?)