“Therefore he will design funhouses for others and be their secret operator – though he would rather be among the lovers for whom funhouses are designed.” --John Barth, “Lost in the Funhouse”
“And this is the only immortality you and I may share, my Lolita”.
Vladimir Nabokov, Lolita.
“He was mourned in every continent”.
Thomas Keneally, Schindler’s List.
The ending of Peter Pan always gets to me:
When Margaret grows up she will have a daughter, who is to be Peter’s mother in turn; and thus it will go on, so long as children are gay and innocent and heartless.
Somehow, I always find the last two words slightly chilling.
I’m coming into this slightly late, but asking y’all please to remember to use spoiler-tags if there’s some sort of give-away… even if the book is classic.
Kurt Vonnegut Jr.'s Breakfast of Champions:
Here is what Kilgore Trout said to me in my father’s voice: ‘Make me young, make me young, make me young!’
Etc.
For me, my favorite is from the book Marjorie Morningstar by Herman Wouk (paraphrased as I’m at work & don’t have my copy handy):
“And Wally knew that he would never again get that second kiss under the lilacs in the rain.”
I’ve never actually seen the movie - as I understand it the movie ended differently; however, I’ve heard they are remaking it, with Scarlett Johannson as Marjorie. They could probably stay far more faithful to the book now than they could when the original was made in 1958.
Here are my nominees:
From The Lottery, by Shirley Jackson:“It isn’t fair, it isn’t right,” Mrs. Hutchinson screamed, and then they were upon her.
From Where Are You Going, and Where Have You Been?, by Joyce Carol Oates: “My sweet little blue-eyed girl,” he said in a half-sung sigh that had nothing to do with her brown eyes but was taken up just the same by the vast sunlit reaches of the land behind him and on all sides of him—so much land that Connie had never seen before and did not recognize except to know that she was going to it.
I haven’t got the book on me at the moment, unfortunately, but the last scene of Small Gods kills me. If nobody else posts it by the time I have my book in front of me I’ll slap it on up.
A. W. Wheen’s translation of All Quiet on the Western Front ends thusly:
[spoiler]He fell in October 1918, on a day that was so quiet and still on the whole front, that the army report confined itself to the single sentence: All quiet on the Western front.
He had fallen forward and lay on the earth as though sleeping. Turning him over one saw that he could no have suffered long; his face had an expression of calm, as though almost glad the end had come.[/spoiler]
Two more by Asimov. Funny, I never really thought of him as a master of the last line, but he often wrote great ones.
(By the way, these are from memory, and may not be word-perfect.)
From Nightfall (the original short story):
“The stars. The stars!”
From The Dead Past:
“Happy goldfish bowl to you all. Charges dropped.”
The original title of “All Quiet On the Western Front” is Im Westen Nichts Neues. Roughly translated, it is, “In the west, [there is] nothing new,” where “new” suggests “out of the ordinary.”
< quick Internet search >
I congratulate you. Happy goldfish bowl to you, to me, to everyone, and may each of you fry in hell forever. Arrest rescinded
Thank you! 
I was worried I would be completely out to lunch. And thank you, too, Fish – I don’t speak any German.
The last sentence of “Little Miss Marker,” a short story by Damon Runyon – And the guy who was doing the best job of sobbing was nobody else but Milk Ear Willy. – will bring tears to your eyes, but only if you’ve alread read the story. (I’ve never seen the Shirly Temple film based on it – but I’m sure they must have changed the ending.)
Has anyone yet mentioned Poe’s “The Masque of the Red Death”?
And now was acknowledged the presence of the Red Death. He had come like a thief in the night. And one by one dropped the revellers in the blood-bedewed halls of their revel, and died each in the despairing posture of his fall. And the life of the ebony clock went out with that of the last of the gay. And the flames of the tripods expired. And Darkness and Decay and the Red Death held illimitable dominion over all.
The perfect material for your spooky-voice practice! 
I’m putting it in a spoiler box, because it does reveal something integral about the course and the outcome of the story.
From One Hundred Years of Solitude, Gabriel Garcia Marquez:
Before reaching the final line, however, he had already understood that he would never leave that room, for it was foreseen that the city of mirrors (or mirages) would be wiped out by the wind and exiled from the memory of men at the precise moment when Aureliano Babilonia would finish deciphering the parchments, and that everything written on them was unrepeatable since time immemorial and forever more, because races condemned to one hundred years of solitude did not have a second opportunity on earth.
It’s an amazing piece of literature, every word building up to that line, so it may not have quite the same impact alone… but when I read it I was physically stunned and had to remind myself to breathe after several seconds.
Sorry, no. This matches my memory: http://www.njnightsky.com/nuke/html/modules.php?name=Forums&file=viewtopic&t=2238&mode=&order=0&thold=0
[spoiler]Someone clawed at the torch, and it fell and snuffed out. In the instant, the awful splendor of the indifferent Stars leaped nearer to them.
On the horizon outside the window, in the direction of Saro City, a crimson glow began growing, strengthening in brightness, that was not the glow of a sun.
The long night had come again.[/spoiler]
There’s a bit more at that link.
I did, but I only quoted the very last line.
“We each owe a death, there are no exceptions, I know that, but sometimes, oh God, the green mile is so long.”
The Green Mile by Stephen King
I was astonished to see him in Baghdad, for I had an appointment with him tonight in Samara.