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We present Hubble Space Telescope (HST) imaging of the site of SN 2015bh in the nearby spiral galaxy NGC 2770 taken between 2017 and 2019, nearly four years after the peak of the explosion. In 2017-2018, the transient fades steadily in optical filters before declining more slowly to $F814W = -7.1$ mag in 2019, $\approx$4 mag below the level of its eruptive luminous blue variable (LBV) progenitor observed with HST in 2008-2009. The source fades at a constant color of $F555W - F814W = 0.4$ mag until 2018, similar to SN 2009ip and consistent with a spectrum dominated by interaction of the ejecta with circumstellar material (CSM). A deep optical spectrum obtained in 2021 lacks signatures of ongoing interaction ($L_{\mathrm{H}α} \lesssim 10^{38}$ erg s$^{-1}$ for broadened emission $\lesssim$2000 km s$^{-1}$), but indicates the presence of a nearby H II region ($\lesssim$300 pc). The color evolution of the fading source makes it unlikely that emission from a scattered-light echo or binary OB companion of the progenitor contributes significantly to the flattening of the late-time light curve. The remaining emission in 2019 may plausibly be attributed an evolved/inflated companion or an unresolved ($\lesssim$3 pc), young stellar cluster. Importantly, the color evolution of SN 2015bh rules out scenarios in which the surviving progenitor is obscured by nascent dust and does not clearly indicate a transition to a hotter, optically faint state. The simplest explanation is that the massive progenitor did not survive. SN 2015bh likely represents a remarkable example of the terminal explosion of a massive star preceded by decades of end-stage eruptive variability.