There are some dogs that had been turned into stone statues, we don't see it happen but it is implied. There are also dogs that go to war with the good guys that probably die in the background. Peter kills the wolf that is the head of the witch's police while defending his sisters. He stabs it with a sword when it jumps on him.
There is a moment in the first movie where the audience and Peter/Susan is lead to believe Lucy might have drowned, but it only lasts a couple of minutes and she is fine