Background: Industrialised countries had varied responses to the COVID-19 pandemic, which may lead to different death tolls from COVID-19 and other diseases. Methods: We applied an ensemble of 16 Bayesian probabilistic models to vital statistics data to estimate the number of weekly deaths if the pandemic had not occurred for 40 industrialised countries and US states from mid-February 2020 through mid-February 2021. We subtracted these estimates from the actual number of deaths to calculate the impacts of the pandemic on all-cause mortality. Results: Over this year, there were 1,410,300 (95% credible interval 1,267,600-1,579,200) excess deaths in these countries, equivalent to a 15% (14-17) increase, and 141 (127-158) additional deaths per 100,000 people. In Iceland, Australia and New Zealand, mortality was lower than would be expected in the absence of the pandemic, while South Korea and Norway experienced no detectable change. The USA, Czechia, Slovakia and Poland experienced >20% higher mortality. Within the USA, Hawaii experienced no detectable change in mortality and Maine a 5% increase, contrasting with New Jersey, Arizona, Mississippi, Texas, California, Louisiana and New York which experienced >25% higher mortality. Mid-February to the end of May 2020 accounted for over half of excess deaths in Scotland, Spain, England and Wales, Canada, Sweden, Belgium, the Netherlands and Cyprus, whereas mid-September 2020 to mid-February 2021 accounted for >90% of excess deaths in Bulgaria, Croatia, Czechia, Hungary, Latvia, Montenegro, Poland, Slovakia and Slovenia. In USA, excess deaths in the northeast were driven mainly by the first wave, in southern and southwestern states by the summer wave, and in the northern plains by the post-September period. Conclusions: Prior to widespread vaccine-acquired immunity, minimising the overall death toll of the pandemic requires policies and non-pharmaceutical interventions that delay and reduce infections, effective treatments for infected patients, and mechanisms to continue routine health care.