The Annual Register of World Events; A Review of the Year. London, New York: Longmans, Green, etc., 1758-
Special Collections Library  E-5A A614A (1758-1819)
Special Collections Library, Library Service Center, Rare Books (Reading Room only) (1820-1939)
Obituaries of eminent persons have always been reported, and for many years some civil, ecclesiastical and military appointments were also listed. Volume indices vary in their inclusiveness, and obituaries were sometimes grouped under such terms as "obituaries" and "deaths." The General Index, 1758-1819, has massive name indexing (several alphabetical parts).

The Times, London.
Perkins/Bostock Microfilm: S172
Full-text (searchable) available from the Times Digital Archive (1788-1985)
Palmer's and later print indexes to the London Times are available in Bostock 1
Obituaries have always been included, but not in the quantity as, for example, in The Gentleman's Magazine. They were grouped under the heading "Deaths" in Palmer's Index, but the later indices integrated them alphabetically among the other entries. Births and marriages have been reported in varying degrees, either under those headings or alphabetically. The category "Bankruptcies" ("Failures" from 1906 to 1913) in Palmer's Index may be useful about businesses.

Great Britain. Historical Manuscripts Commission. Guide to the Reports of the Royal Commission on Historical Manuscripts, 1870-1911. Part II: Index of Persons. London: H.M.S.O., 1935-1938.
Perkins/Bostock Library 906.42 G786RA
Great Britain. Historical Manuscripts Commission. Guide to the Reports of the Royal Commission on Historical Manuscripts, 1911-1957. Part II: Index of Persons. London: H.M.S.O., 1966.
Perkins/Bostock Library 906.42 G786RB
The Reports include numerous volumes constituting an enormous body of manuscripts, published in whole or in part, that date from the Middle Ages into the 19th century. Each Index of Persons is an alphabetical list. The name entries usually include dates and identifying information as well as references to where the individuals appear in the Reports. The two indices cover different volumes, and both sets must be used.

Walford’s County Families of the United Kingdom; Royal Manual of the Titled and Untitled Aristocracy of England, Wales, Scotland, and Ireland…London: Spottiswoode,etc., 1860-1920.
Perkins/Bostock Library 929.72 W174
Library has: 1875, 1889-82, 1896, 1888, 1918, 1920
Frequently a helpful source that has the additional merit of including addresses in its brief biographical sketches.

Shaw, William Arthur. The Knights of England: A Complete Record from the Earliest Time to the Present Day of the Knights of All the Orders of Chivalry on England, Scotland, and Ireland, and of Knights Bachelors…Baltimore: Genealogical Pub. Co., 1971. (reprint of 1906 ed.).
Perkins Reference CR4809 .S5 1971