Here are 2 famous actresses from Russian Empire died at 39:
Maria Cebotari (February 10, 1910 Chișinău-June 9, 1949 Vienna) also known as Maria Cebotaru was a Russian singer, actor and opera singer.
She died caused by cancer.
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Zula Pogorzelska (April 5, 1896 Yevpatoria-February 10, 1936 Vilnius) a.k.a. Zofia Pogorzelska was a Russian actor, dancer and singer.
Read more about Zula Pogorzelska on Wikipedia »