Heracles accidentaly grazed Chiron's (the centaur) knee with a poisoned arrow. Chiron was immortal, so he was doomed to live in pain forever. Chiron asked Zeus to relieve him of his pain and let him die. Zeus took pity on him, let him die and honored him by giving him a place in the stars.

Heracles died from the Tunic of Nessus. Nessus was a centaur that carried the wife of Heracles across a river, but tried to force himself upon her. Heracles, still across the river, saw this and shot him with a Hydra-poisoned arrow. Nessus, now dying, told the wife of Heracles to take his bloody tunic/robe and that his blood would ensure that Heracles would be true to her, forever.
Later, when her trust started to wane, she gave it to Heracles. The Hydra poison burned his skin and he died slowly and painfully. Heracles then uproots several trees and builds his own funeral pyre. He then rises to Olympus through Zeus' apotheosis as he dies,

Lady, how can anyone feel anything behind those knockers?