Would help to see the German because it may be

Julia and Andrew were each sentenced to death and prison.
OR
Julia and Andrew respectively were sentenced to death and prison.

Otherwise, if the 'respectively' does actually refer to 'death and prison', it would be

Julia and Andrew were sentenced to death and prison respectively. (no comma)

although the sentence sounds a little odd but without the actual source text, it's hard to give you the precise answer you need.

Sorry, sorry I didn't read this properly so scrap my first entry!

"Julia and Andrew were sentenced to death and prison, respectively" sounds very odd.

Perhaps say something like:

"Julia was sentenced to death and Andrew was given a prison sentence."
"Julia was sentenced to death, while Andrew was given a prison sentence."
"Julia was sentenced to death, but Andrew was given a prison sentence."

The source sentence is required though to give you an accurate answer.

I think the sentence (pun alert!) reads quite OK. Julia's gonna die and/but/while/whereas/even though/although/whatever Andrew's gonna live.

And the comma's OK.

Sorry fürs Fadenausbuddeln, aber ich finde nirgendwo eine eindeutige Antwort...

Muss immer ein Komma vor "respectively", oder nur in bestimmten Fällen (welchen?), oder kann ich das halten, wie ich will?

Vielen Dank!

P.S. Antworten wie "vermeide das respectively komplett" oder ähnliches helfen mir nicht weiter, die "respectively"s sind in dem Text, der nicht von mir verfasst wurde, und ich soll nur die Kommasetzung prüfen.

While I don't find a rule about it (aside from people twittering back and forth about if it's essential or not), Oxford's usage examples seem to indicate that it wouldn't be needed:
adverb

they received sentences of one year and eight months respectively
More example sentences
He was sentenced to six months and three months respectively, to run consecutively.
These positions are frequently referred to respectively as objectivism and constructionism.
Both release new albums this month after eight and 11 years away respectively.
http://www.oxforddictionaries.com/definition/...

Now that I've given you an answer that is hopefully helpful, I can comment: ;-)
Too bad you can't remove the "respectively" -- it's really overused by translators dealing with German, although in this case it seems to work.

Re #3: People who want their linguistic contributions to be taken seriously do well to avoid "gonna"...

It depends on your sentence order. When used at the end of the sentence, like in the example, always use the comma. If used in the middle of the sentence (which is uncommon in my experience), no comma is needed.

This dictionary entry sums it up nicely:
http://www.merriam-webster.com/dictionary/res...

Muss immer ein Komma vor "respectively"
No. Here are some examples without a comma:
He was sentenced to six months and three months respectively, to run consecutively.
These positions are frequently referred to respectively as objectivism and constructionism.
Both release new albums this month after eight and 11 years away respectively.
http://www.oxforddictionaries.com/definition/...

Can you sometimes have a comma before "respectively"? Yes. Here's an example:
... could not recognize the solutions as salty or sour, respectively
http://www.merriam-webster.com/dictionary/res...

What's the applicable rule? Sorry, don't know.

Hmmmmm...I wonder if there's an AE/BE difference here.

M-W uses a comma in a sentence where it looks like Oxford would say it isn't necessary.

AP says to use a comma
'to set off "respectively", which usually falls at the end of the sentence.

The longest delays included in the calculations were 14, 9, and 4 ms for the FM-FM, DF, and VF areas, respectively.'

http://www.apsstylemanual.org/oldmanual/mecha...

I think there are generally significant differences between AE and BE when it comes to the use of commas. My impression is that commas are much more widely used in AE than in BE. Perhaps one could even say that AE is more prescriptive than BE where commas are concerned.

@8 Kann es hier sein, dass das 'respectively' deshalb abgesetzt werden soll, weil zu vor eine Liste steht, individuell schon mit Komma versehen, während bei eine simplen 'and' Konstruktion diese Abtrennung weniger nötig erscheint:

"A, B, C ... D, E, F, respectively."
vs.
"A and B ... C and D respectively."

Ich habe nirgendwo eine solche Regel gefunden, aber viele beispiele deuten in diese Richtung.

Re #10: According to the APS (not AP! my bad -- APS is for scientific journals, etc., not journalism)style guide (which admittedly gives only a broad rule), there would be no difference between the two. A comma would be required. (At the same time, APS prescribes the use of a "series comma," as shown in their examples.)

re #9: "Ain't that the truth!" ;-) I spend my day putting commas into AE translations from BE translators.