Proto-Indo-European Roots

Root/Stem: *mer-, *mor-, *mr-to-
Meanings:  death, dead, to die
Cognates: Greek emorten (died), marainw (I destroy), ambrotos (immortal)
Latin morior (I die), mortuus (dead), morbus (disease) - last very probable 
Sardinian morrere, morri (to die), French mourir, Occitan mouri, Spanish morir, Catalan morirse, Italian morire, Ladin morir, smurir, Romanian muri, Aromunian muri (he died), Portuguese morrer
Common Celtic *mr@- (to die), *marvos (dead), 
Gaulish marvos, Old Irish marb, Irish marbh,  Welsh marw, Cornish marow, Breton maro
Common Germanic *mur-thra- (murder), 
Gothic maurthr (murder), Old English morthor, German Mord, English murder, Dutch moord, Frisian moard
Avestan miryeite (dies), Old Persian amariyata (he died),
Pushtu mrel (to die), Baluchi murtha, miragh, Wakhi meri-, Ossetic maelyn - a strange mutation, maybe not a relative, Tadjik murdan, Persian mordan (to die), mordeh (dead)
Sanskrit marate' (he dies), 
Punjabi merna (to die), Gypsy merav, Lahnda meren, Nepali marnu, Kashmiri marun, Singalese marenawa, Gujarati merwu, Hindi merna, Bengali mora, Marathi merne
Armenian meranim (I die), mard (a man)
Lydian mru-, mruvaa (a stele) - was put on burial stones, therefore the analogue; but not for sure
Common Baltic *mir- / *mer- (to die), 
Lithuanian mirti, Latvian mirt
Slavic *merti (to die), 
Ukrainian mereti, mru (I die), Belorussian mertsi, Bulgarian mra (I die), Macedonian umram (I die), Serbo-Croatian mrijeti (to die), Slovene mreti, Czech mr'iti, Slovak mret' (to die), mrem (I die), Polish mrÄ™ (I die), Upper Sorbian mr'ec' (to die), Russian umeret' (to die)
Notes: A very widespread stem, and a simple meaning allowed it to have traces practically in all Indo-European languages. This stem was very productive, and in Slavic even became a name for a death goddess Mara. There are different versions about where this stem came from, but they are all too dissimilar with the truth. 
Maybe English to mourn with its analogues in many Germanic languages is also a cognate.