Details:

This event should be packaged under the Bukkit-API (which of course, will be packaged automatically under Spigot).

Add an event detailing when an entity is destroyed or despawned. This event should have a Cause enum associated with it, detailing why it was destroyed, such as "CHUNK_UNLOAD", "DESPAWN", "ITEM_PICKUP".

Why?:

Adding this event will allow developers to more easily manage entities they are watching over. Usually, a developer will have to iterate over every entity they have tagged, every so often (depending on the use, usually 1 tick) to check if they have despawned perform cleanups. Usually, if the developer is storing data, they may use the Meta api. This isn't a great idea for when the data on such entities is needed after a reload/restart (usually it is), as the data is cleared and lost, and not all entities will be loaded when the server starts up ("How do I check when an entity is loaded (not created) into a chunk?").

For example, my (indev) plugin, CustomEnchantments-API, needs to store data on projectiles (to be specific, enchantment data). It is critical for the plugin to know why an entity is unloaded from a chunk (entities are unloaded before a chunk is labeled as "unloaded"). For example, if it is unloaded, then I wait for it to load back in. Else, I remove all data associated with it. Which is why implementing the IWorldAccess interface and using it is not prefered (implementing this interface using Reflection is no problem for me, it's just how IWorldAccess does not get to see a reason as to why the entity dies). I could increase performance by using the IWorldAccess interface and labeling entities to be checked, but not many developers know how to implement an interface at runtime.

At line 223, you can see the amazing, 'pretty', cleanup class I have implemented to solve the (hopefully temporary) issue of entity management:

https://github.com/Searchndstroy/CustomEnchantments-API/blob/master/src/com/github/spottedleaf/customenchantmentsapi/enchantment/UUIDHolder.java

And that 'pretty' piece of code could be transformed into this:

http://pastebin.com/xpDxgNvF

with a few edits of course, but the new code would be:
easier to maintain, bug check, read and edit (my earlier implementation of the UUIDHolderManager contained a major memory leak, see the comment at line 313, which is quite hard to catch).