Played himself in the movie, and I thought he was great in Destry Rides Again. I think he met a sad end.
Died in a helicopter crash while on a business trip.
He sadly perished in a plane crash in 1971, in the mountains of Virginia.
http://www.check-six.com/Crash_Sites/Audie-Murphy-N601JJ.htm
A friend's father was the CAP pilot who discovered the wreckage.