“Waaaahhhhh-Hoooooooo!! Waaaahhhhhhhh-Hooooooo!!”
-Slim Pickins in Dr.Strangelove“Now, young Skywalker, you will die.”
The Emperor, Return of the Jedi
“That was a good trick too! hahahaaaaahaha!”
El Guapo, ¡Three Amigos!
“It’s been a party”
Robert Duvall, Lonesome Dove
“I’m still standing!”
Al Pacino, Scarface
“It’s all gone”
Night Rider, Mad Max
HARTMAN:
What is your major malfunction, numbnuts?!!
Didn’t Mommy and Daddy show you enough attention when you were a child?!!!
BANG!
The round hits HARTMAN in the chest.
He falls back dead.
“I ain’t so tough.”
“I think I’m going to live.”~Camille
“I’m still alive.”~Caligula
If I could include TV series:
“Gazpacho soup!”
(Red Dwarf)
Don’t you mean “Most Overacted Death Scene Ever”? 
Please tell me you’re joking. I don’t even like Kirk that much and I know he deserved a better death than that!
In Delicatessen
“Do I have something here?” – the butcher, pointing to a knife that is sticking out of the top of his forehead.
“Oh, how I’ve wasted my life.” CBG, Simpsons, Halloween episode.
“Why don’t you go fuck yourself, Tommy?” Spider (Michael Imperioli in Goodfellas.
“Abashed the devil stood…and felt how awful goodness is…and felt how awful goodness is!” T-Bird (David Patrick Kelly) in The Crow.
“Superman…” The Iron Giant (Vin Diesel)
I’ve got to second Paul Reubens in Buffy The Vampire Slayer for best death scene in a movie ever!
CJ
In Out of Sight…
when the fat guy dies by tripping on the stairs and blowing his own brains out
Unlike most hollywood deaths which are contrived and overscripted, the fat guy’s death was was sudden, unexpected, completely lacked dignity and was totally hilarious to watch.
Don’t forget Psycho: Eeee! Eeee! Eeee! Eeee!
“I’m sorry, Pepe. He thought you were going to escape.”
“And so I have, my friend.”
I gotta second T-Bird’s speech from The Crow, and also add on some of what he said just before it…
“I know you. I knew I knew you. But you ain’t you. You can’t be you. We put you through the window. There ain’t no comin’ back!. This is the really real world! There ain’t no comin’ back!”
To Live and Die in L.A. You know the one.
“Who’s the woman?”
“She is mine.”
“Not for long. There can be only one!”
I know it seems cheesy, but I’m agreeing with this. This scene is what makes this Trek film almost universally the favorite among fans of the genre.
“It is logical. The needs of the many come before. . . .the needs of the few. I have been. . . .and always will be . . . your friend. Live long. . . and prosper.”
Few SF pause their laser battles long enough to reach this level of emotional depth.
On his deathbed, in his delirium, he is shouting commands:
“Move up that column…You are…the First Brigade!”
Then a look of joy and peace, and he relaxes.
“Let us cross over the river, and rest under the shade of the trees.”~Gods and Generals