"A Dutch no more" was the Season 26 Finale. While fighting their arch nemesis Bennet, Dutch gets mortally wounded when he redirects with his mouth a bullet shot at Dillon straight into Bennet's head. After Dutch's death, Dillon becomes a CIA agent.
The episode ends with Dillon visiting Dutch's grave and shaking his hand-shaped headstone.
NOTE:
In the LaserDisc Special Edition, a deleted scene is added after the credits where a hand comes out of Dutch's grave after Dillon leaves.