Keiko The Whale

Reason for leaving cinema:
After the producers realised the irony of making 3 animal rights film staring a captive whale they, with much fan-fare, freed Keiko! He died several years later - according to the BBC "The six-ton whale apparently suffered a sudden bout of pneumonia in the fjord where he had been living."

Final Film: Free Willy 3: The Rescue Keiko appears uncredited in this film which was his last before being released. Clearly they couldn't find any other Sea World trained, identical looking killer whales up to the task and the franchise sadly ended here. Also they probably ran out of semi-plausible scenarios in which Willy and the kid could bump into each other.