In Monolith's Shadow of Mordor we see Sauron personally attacking Eregion and himself killing Celebrimbor.
Did this happen in any of Tolkien's writings?
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In the Unfinished Tales of Numenor and Middle-earth Chapter IV: The History of Galadriel and Celeborn, we see Sauron's reaction to Celebrimbor rebelling against Sauron's 'help' and hiding the elven-rings (emphasis mine):
When Sauron learned of the repentance an revolt of Celebrimbor his disguise fell an his wrath was revealed; and gathering a great force he moved over Calenardhon (Rohan) to the invasion of Eriador in the year 1695.
At last the attackers broke into Eregion with ruin and devastation, and capture the chief object of Sauron's assault, the House of the Mirdain, where were their smithies and their treasures. Celebrimbor, desperate, himself withstood Sauron on the steps of the great door of the Mirdain; but he was grappled and taken captive, and the House was ransacked. There Sauron took the Nine Rings and other lesser works of the Mirdain; but the Seven and the Three he could not fin. Then Celebrimbor was put to torment, and Sauron learned from him where the Seven were bestowed. This Celebrimbor revealed, because neither the Seven nor the Nine did he value as he valued the Three; the Seven and the Nine were made with Sauron's aid, whereas the Three were made by Celebrimbor alone, with a different power an purpose.
Concerning the Three Rings Sauron could learn nothing from Celebrimbor; and he had him put to death.
So it doesn't say specifically that Sauron personally killed Celebrimbor, but he did indeed personally fight him in Eregion. So this, at least, is an accurate part of Shadow of Mordor's storyline, though the timing of his death in the game's events seems to be off. According to the Lord of the Rings wiki, Celebrimbor did not die until S.A. 1697, so he was apparently tortured for quite a long time.