"in den Stiefeln sterben" is the literal translation and seems to be in some use, but I doubt whether it's really a "German" expression, and I am wondering if any of you who are native Germans know of alternative sayings that mean the same thing, i.e. "go down fighting".
Explanation: The expression 'to die with one's boots on' still has the ring of the Wild West in the US and the great German author Karl May, who wrote prolifically about the West, used the term 'in den Stiefeln sterben'. It seems that by changing the term to a modern phrase you would lose the feel that the original phrase carries with it, to wit a specific region of the US that is still not conquered.
Wenn Karl May das geschrieben hat, dann kann ich es wohl auch uebernehmen, denn fuer meine Zwecke (Uebersetzung eines Interviews mit einem amerikanischen Umweltschuetzer) passt es sehr gut. 4 KudoZ points were awarded for this answer