Clayton Reeves' demise came very unexpectedly toward the end of the show's 15th season, in the episode "One Step Forward." After Reeves is invited as Abby's (Pauley Perrette) plus-one to a dinner at a hip new restaurant, the two colleagues are walking home when a mugger brandishes a gun at them and demands money. Reeves complies, handing over his wallet, but Abby stutters and tells the mugger, "We can just talk, and I can help you."
That wasn't what the mugger wanted to hear. Even after Reeves thrusts Abby's purse at him, the mugger says, "You think you're better than me?" and then fires off a shot as the screen goes blank. It isn't until the following episode, "Two Steps Back," that we learn of the tragic consequences of the shooting. At the beginning of the episode, members of the NCIS team convene in the autopsy room, where Reeves' body is on the table. Apparently, he jumped in front of Abby at the last minute, saving her from the mugger's bullet, but sacrificing himself in the process.
Reeves' death has a profound effect on Abby, so much so that she announces that she is leaving NCIS for good. While Pauley Perrette's departure from the show was known to be coming for a while before Abby's last episode, the fact that both she and Henry left in such a sad manner rocked fans.