Ultrastructural analysis of autopsy samples from COVID-19 patients usually suffers from significant structural impairment possibly caused by the rather long latency between death of the patient and an appropriate sample fixation. To improve structural preservation of the tissue, we obtained samples from ventilated patients using a trans-bronchial “cryobiopsy” within 30 min after their death and fixed them immediately for electron microscopy. Samples of six COVID-19 patients with a documented histopathology were systematically investigated by thin section electron microscopy. The different samples and areas inspected revealed the ultrastructural correlates of the different phases of diffuse alveolar damage, including detachment of the alveolar epithelium, hyperplasia of type 2 cells, exudates, and accumulation of extracellular material, such as the hyaline membranes and fibrin. Macrophages and neutrophilic granulocytes were regularly detected. Structural integrity of endothelium was intact in regions where the alveolar epithelium was already detached. Aggregates of erythrocytes, leukocytes with fibrin, and thrombocytes were not observed. Coronavirus particles were only found in and around very few cells in one of the six patient samples. The type and origin of these cells could not be assessed although the overall structural preservation of the samples allowed the identification of pulmonary cell types. Hence, the observed alveolar damage is not associated with virus presence or structural impairment due to ongoing replication at later stages of the disease in fatal cases, which implies that the lung damage in these patients is at least propagated by alternative mechanisms, perhaps, an inappropriate immune or stress response.