The in memoriam for Bill Paxton, over on meta, reads
(...) Bill Paxton, one of only two actors to have the distinction of being killed by a Xenomorph, a Predator and a Terminator (...)
Who's the other one?
Henriksen is typically considered the correct answer, though whether or not he qualifies is more ambiguous than Paxton1:
In the original Terminator film, Henriksen plays one of the detectives working the "Phone Book Killer" case. He's shot repeatedly during the T-800's attack on the police station, and we're presumably meant to understand that he was killed.
That being said, he's never actually shown dead (he just kind of falls out of frame and we never see him again, or in later films), so it's not impossible that he survived
In Aliens, he plays the robot Bishop, who gets ripped in half by the Xenomorph Queen shortly before the iconic power loader fight. However, being a robot and everything, this doesn't kill him; his top half is seen wriggling on the floor, and saves Newt from being sucked into space when Ripley opens the airlock. His head turns up in the third film, and Ripley has a short conversation with it before permanently switching it off (at Bishop's request).
This is the most debatable "death" of the three, and I've seen two main arguments against counting it, neither of which are entirely meritless:
In Alien vs. Predator he plays Charles Weyland. He tries to distract one of the Predators with an improvised flamethrower, and gets stabbed for his troubles. Of the three claims, this is the only unambiguous one.
That being said, Henriksen and Paxton also share the honour of being the only actors (or actresses) common to all three franchises, so they're the only ones even in the running.
1 Though it should be noted that Paxton's claim isn't unambiguous either; his character in The Terminator is only thrown into a metal fence and it's possible, though admittedly unlikely, that he survived