Last words recorded on the majority of flight recorders recovered after plane crashes:
“Oh, shit.”
"Adieu, my friends! I go to glory!
Isadora Duncan
“Even in the valley of the shadow of death, two and two do not make six.”
Tolstoy on deathbead on being asked to return to the fold of the Russian Orthodox Church
In a similar vein, the Marquis de Favras, in the French Revolution:
“I see that you have made three spelling mistakes.” (the clerk handed him an official copy of his sentence as he was led to be hanged)
Lytton Strachey: “If this is dying, I don’t think much of it.”
“Turn me. I am roasted on one side.” St. Lawrence, while being slowy burnt over coals by the Romans in 258 AD.
I must go in, the fog is rising.
“Pardonnez-moi, monsieur.”
Marie Antoinette, as she accidentally stepped on her executioner’s foot.
“Either this wallpaper goes or I do.”
I am planning to use ‘I want you to have the most valued item I own, my …’
Dying is easy, comedy is hard. Dying with comedy? Double-bad hard.
“It ain’t loaded. See?” said by one of my students just before putting a bullet through his own head.
I was going to doubt this since she died from a snapped neck, but this site mentions the words and the type of death so I guess I will suspend disbelief. “Died almost instantly” but had time to blurt out inspirational words??
That was the one I came in to mention. I love that!
Don’t let it end like this. Tell them I said something.
~~ Pancho Villa, Mexican revolutionary, d. 1923
“I’m not ill, I’m fucking dying!”
Can’t remember the source, they may not even be last words at all - an Internet search reveals… nothing.
“Hey, fellas! How about this for a headline for tomorrow’s paper? ‘French Fries’!”
– Convicted murderer James French to the press before his execution in the electric chair.
(from this list)
John Lennon: Yeah (In response to one of the police officers who asked him “Are you John Lennon?”)
Britain’s King George V lies in his bed at Sandringham House on the verge of death, surrounded by his family. Concerned with keeping his royal patient’s spirits up, the King’s physician reportedly suggests, “Your Majesty will soon be well enough to visit Bognor.” (a well known seaside resort)
The King replies, “Bugger Bognor,” and promptly dies.
Former Vice President of the U.S., Alben W. Barkley, speaking at a college commencement:
“I would rather be a servant in the house of the Lord than to dwell in the seats of the mighty.”
Then he collapsed and died.
Courtesy of Jeff Foxworthy, the most common Redneck last words…
"Hey, y’all, watch this!"
Ok…no one do anything until I get back from this business with this Burr fellow.
Alexander Hamilton to his Bank of New York employees (and they still sit around doing nothing to this day 
)
“More weight.” – Giles Corey, while being tortured for refusing to cooperate in the 1692 Salem Witch Trials.
Or Terry Kath, guitarist & singer of the band Chicago.
Also courtesy of Mr. Foxworthy, the most common really redneck last words are -
"Shoot, that ain’t nothin’. Watch this!"
Regards,
Shodan