Grindelwald was never depicted as having died in the movies.
Though the Dark Lord kills him in the book, in the movie, Grindelwald seems to remain alive. The last time Grindelwald is seen or mentioned is when the Dark Lord goes to him to find out where the Elder Wand is. Unlike in the book, where Grindelwald refuses to tell the Dark Lord anything, he does give the Dark Lord the information he wanted, and says it’s buried with Dumbledore.
158 INT. CELL - CONTINUOUS ACTION - NIGHT
... finds a SKELETAL FIGURE lying beneath a ragged blanket. The figure stirs, looks up, and grins with broken teeth. It is the young man -- the thief -- grown old. Grindelwald.
Ah, Tom, I thought you would come one day. But surely you must know I no longer have what you seek...
A SHADOW -- Voldemort’s -- falls across Grindelwald.
If not you, then who?
You’re so innocent, Tom. Like a schoolboy. There’s so much you don’t understand...
Tell me, Grindelwald. Tell me where to find it! Tell me who possesses it! The name, Grindelwald! The name!
Can’t you guess, Tom? It lies
with him, of course. Buried within the earth. It is he who possesses it, even in death. Your old friend and mine... Dumbledore.
- Harry Potter and the Deathly Hallows, Part One (Screenplay)
After that, Grindelwald isn’t mentioned again, and since the Dark Lord isn’t shown as having killed him and would have no reason to, presumably Grindelwald remained alive in Nurmengard.