Here's a link to an interesting list of 'Famous Last Words'.
"Now, now, my good man, this is no time for making enemies." - Voltaire (attributed), when asked by a priest to renounce Satan
"Drink to me!" - Pablo Picasso
"I know you've come to kill me. Shoot, you are only going to kill a man." - Che Guevara
"I'm bored with it all." - Winston Churchill, before slipping into a coma and dying nine days later.