Did Kratos Kill Athena? Yes, by Accident

Yes. Kratos killed Athena at the end of God of War II, though the blow was meant for Zeus: she leapt between them and took the Blade of Olympus to save her father. She didn't stay gone, because God of War III brings her back in an astral form she describes as a level beyond the gods. (God of War II and God of War III)

Her whole story, from Athens to the end of Greece, is on the Athena page. This one sticks to the death, why she chose it, and what came after.

How did Athena die in God of War II?#

Kratos had beaten the Sisters of Fate and used their Loom to return to his own death at Zeus's hands in Rhodes, this time with his power restored. The fight went his way. He faked a surrender, turned Zeus's killing blow back with the Golden Fleece, pinned the god's hands to the stone using the Blades of Athena and began pushing the Blade of Olympus into his chest, the same way Zeus had once done to him. (God of War II)

Then Athena arrived. She told Kratos to stop and said she was there to protect Olympus, which angered him. Zeus, badly hurt, started to get away. Kratos pushed past Athena and went for him with the blade, and at the last second she jumped into its path. It went through her, and Zeus escaped to Mount Olympus, coldly ignoring her. (God of War II)

Stunned, Kratos asked her why. Olympus could only prevail if Zeus survived, she said, and every god on Olympus would defend him. Then she told Kratos what Zeus had been trying to prevent: Kratos was his son, and Zeus had wanted to break the cycle that ran from Cronos killing Ouranos to Zeus killing Cronos. She begged him to give up his revenge. Kratos snarled back that he was nobody's son and walked away, leaving her to die in a flash of green light. (God of War II)

Who killed Athena?#

Kratos did, with the Blade of Olympus, and the later game holds him to it. In God of War III, Zeus tells him it was his own blind rage that caused her death. Hades brings it up too. Before their fight he lists her death among the crimes Kratos committed against him. By the wiki's reading of the game's ending, forgiving himself for killing her is one of the burdens Kratos has to put down inside his own mind before he can finish Zeus. (God of War III, and per the God of War Wiki entries on Zeus and Athena)

The God of War Wiki points out how closely her death echoes the deaths of Lysandra and Calliope. Kratos had killed Lysandra and Calliope by mistake too, and the moment lands on him in a similar way. My read is that this is why the scene works. He loses the god who had been his closest ally, and he does it with his own hands while aiming at someone else. (per the God of War Wiki entry on Athena)

Why did Athena sacrifice herself for Zeus?#

The game gives only her own words. Zeus had to live for Olympus to survive. The wiki offers a few guesses past that, among them love for her father, a wish to protect the world, and a belief that Olympus couldn't last without him, and none of them is confirmed. (God of War II, and per the God of War Wiki entry on Athena)

The God of War II novel fills in the run-up. Zeus has turned paranoid and begins to distrust his once favoured daughter, at one point asking whether she plans to steal his power. She still decides she can't oppose him or aid anyone who does, and that the gods can only survive if they hold together behind Zeus. She also senses her emotions overpowering her reason. So she died for a father who by then suspected her. Zeus fled without showing any feeling for her, though the wiki notes he later showed some remorse. (God of War II (novel), God of War II, and per the God of War Wiki entry on Zeus)

Why did Athena help Kratos?#

It depends on which game you mean, because her reasons changed.

In the first God of War, Ares was besieging Athens and Zeus had forbidden the gods from making war on one another. Athena couldn't fight her brother herself, so after a decade of service she promised Kratos that his past would be forgiven if he killed Ares. The novelization adds her private motive. After Ares tricked Kratos into killing his family at one of her village temples, she took it as proof of her brother's madness and suspected he was grooming Kratos to be the Marked Warrior fated to bring Olympus down. (God of War (2005) and God of War (novel))

God of War III is the other story. Her ghostly self turns his broken blades into the Blades of Exile, tells him Zeus's death is necessary if mankind is ever to be free, and points him at the Flame of Olympus and Pandora's Box. Once Zeus is dead she asks for the power from the Box. It turns out to be Hope, which she'd sealed inside it herself and which had been buried in Kratos since he first opened it. She wants it so she can rebuild the world and reign over it. Kratos impales himself on the Blade of Olympus and releases Hope to mankind, and Athena, disappointed, pulls the blade from his chest and vanishes. That's covered in full in the God of War III ending explained. (God of War III)

Why the turn? The wiki says it was widely assumed the evil of Greed from the Box had infected her. Erin Torpey, who voiced her in God of War III, saw her as wanting to help the world but also to take control of it. Both are readings, not anything the game states. (per the God of War Wiki entry on Athena)

Did Athena die for good?#

Her body did. In God of War III she tells Kratos her death lifted her to a plane above the gods, and the wiki lists her as an astral being. After she leaves him to die, nobody knew where she was for many years. (God of War III, and per the God of War Wiki entry on Athena)

She shows up once more in God of War (2018), as Kratos heads home for the Blades of Chaos. She mocks him and says he's still a monster. He agrees and tells her he isn't her monster any more, then walks through her and she's gone. The writers have said this Athena was a hallucination born of his guilt, while the director allowed that she could be real, imagined or both. In God of War Ragnarök: Valhalla she's only mentioned, when Kratos tells a Helios that Valhalla conjures from his mind that it was her plan for him to open the Box. (God of War (2018), God of War Ragnarök: Valhalla, and per the God of War Wiki entry on Athena)

Athena and Kratos in order#

1. She keeps Ares from killing the boy Kratos when his brother Deimos is taken, and asks his forgiveness. (God of War: Ghost of Sparta)
2. She sends him to kill Ares, saves him at the Suicide Bluffs and makes him the new God of War. (God of War (2005))
3. She warns him that she can't protect him from Olympus much longer, and he turns his back on her. (God of War II)
4. She dies on the Blade of Olympus defending Zeus, and tells him who his father is. (God of War II)
5. She returns as an astral being, helps him kill Zeus, and leaves him bleeding when he gives Hope away. (God of War III)
6. An image of her taunts him at his home in the Norse lands. (God of War (2018))

The full fall-out between father and son is on why Kratos killed Zeus, and the rest of the second game is in the God of War II story.