I know last words have been over used, and I don't really believe most of them, but whatever, here are some I found which I liked.
I really don't believe in most of them... but I guess life's about the storytelling :D

• Pardonnez-moi, monsieur. Je ne l'ai pas fait exprès. (Pardon me, sir. I did not do it on purpose.)
- Marie Antoinette As she approached the guillotine, convicted of treason and about to be beheaded, she accidentall(y stepped on the foot of her executioner.)
• Plaudite, amici, comedia finita est. (Applaud, my friends, the comedy is finished.)
- Ludwig van Beethoven
• Where is my clock?
- Salvador Dalí
• Es ist gar nichts… es ist gar nichts… (It's nothing… it's nothing…)
- Franz Ferdinand
• I'd hate to die twice. It's so boring.
- Richard Feynman
• Yes, I am.
- John Lennon (whilst sitting in the back of a police car on the way to the hospital after the officers had asked him if he was John Lennon.)
• Tomorrow, I shall no longer be here.
- Nostradamus (lolz!)
• No me dejen morir así, digan que dije algo. (Translation: Don't let me die like this, say I said something.)
-Emiliano Zapata
•Don't kill this man. He has a story to tell. (Trotsky said this to his guards, who were about to kill the man who had mortally wounded him with an ice axe.)
-Leon Trotsky