Uranai Obaba. Fortune Teller, also Kamesennin's older sister. She can travel safely between Earth (the living universe) and the gatesto heaven & hell (the spirits realm). Apparently, she was at the spirits realm during dangerous times, as we see that when she brings Vegeta back for one day, she doesn't have a halo (a sign that one is dead).
Enma-daiou. Gateskeeper and judge of the dead, he was never involved n any of the fights, nor was he close enough to any of the battles to get hurt. The only question is--can we truly consider this guy "alive"? Well, if Kaiou-sama can *die*...
Mr. Satan. Surprisingly, this arrogant (but lukcy) fool survived through many amazingly powerful opponents. He nearly died when he was shot once, but was healed by Buu just in time.
South Kaiou. The only other Kaiou who was introduced in the series, he only showed up once, and has never seen battle in the power of magnitude of the Goku-tachi.
Kaiou-shin. The only Kaiou-shin who survived an encounter with Majin Buu, he just got lucky. He also nearly died once, but was found and by the resurrected Kibit.
Mr. Buu. The fat Buu that we were introduced to, he was absorbed by Super Buu, and later was almost killed by True Buu.
Pan, Bra, and Ubuu (and all the others who were born AFTER the Buu saga). Because they were not born yet during these fights, they never got killed.