Back in the late 50's or early 60's there was a TV or movie actor that died aboard a private boat off the coast of Mexico. With him were three Mexican woman companions.

I can't remember the name of the actor.

Does anyone know with certainty who it was ?

Leslie Howard

Wrong,
Leslie Howard died durring world war two in 1943 at the Bay of Biscay

In June 1965, Steve Cochran sailed to Guatemala with an all-girl crew to scout filming locations for his production company. Tragically, he developed a sudden acute lung infection and died three days into the trip, on June 15, 1965, at the age of 48. His final films, Mozambique and Tell Me in the Sunlight (a film in which he directed, wrote, produced, and acted), were released posthumously. Married several times, Cochran's best-known wife was actress Fay McKenzie, whom he married in 1946. The union ended two years later.

I am sure with an all girl crew he died with a smile on his face. After looking up Steve Cochran I discovered there were three woman as his crew with the youngest 14 and the oldest 25

If what you are implying is true about that 14 year old girl and Cochran, then the guy deserved to die. Sicko.