He committed suicide on the set of his last movie
Once Upon a Time in the West (1968) by jumping
from a hotel, on location in Guadix, Spain. One of the film's
screenwriters
Mickey Knox and production manager
Claudio Mancini were in a hotel
room when they saw his body pass their window. Mancini put Mulock in
his car to drive him to the hospital. Knox claimed in an interview that
before that, director
Sergio Leone said to Mancini "get the costume, we need
the costume". Mulock was wearing the costume he wore in the movie when
he jumped.