For a movie in which almost every main character dies, The Departed is a suitable title.

Of course, we don't know these people will die until we get to the end of the movie, so we spend most of the movie thinking that The Departed is actually a reference to the Catholic Prayer for the Dead, in which the priest says, "And may the souls of all the faithful departed, through the mercy of God, rest in peace." The title therefore serves the double purpose of showing the movie's Irish Catholic theme while letting us know that some dying is definitely going to happen before the story is over.

On top of what we've said so far, the title of this movie really helps convey how the characters of this movie are often influenced by characters we never actually meet—because they're already dead. Billy Costigan, for example, is still motivated by his dead father's efforts to lead a law-abiding life, while Frank Costello respects Billy mainly because his dead Uncle Jackie was one of Frank's best lieutenants back in the day.

On another level, Catholics are famous for the way they celebrate and continue to talk about the dead. It's an old joke that Catholics always turn immediately to the obituaries when reading a paper, and you can definitely see that interest in death throughout this movie.