John Wayne

Reason for leaving cinema:
Although it is has not been conclusively proven, legend has it that John Wayne contracted terminal cancer while filming The Conqueror in Utah in close proximity to former nuclear testing sites across the Nevada border. Of the 220 people working on the project, 91 died of cancer within 25 years of the filming.

Final Film: The Shootist
Ironically, in The Shootist Wayne portrays an old gunslinger who is himself dying of cancer, which is extra creepy because, at the time of filming, Wayne's cancer appeared to be in remission. The film even features clips from Wayne's earlier films posing as flashbacks - you don't get more 'swan song' than that. He died 3 years later.