Gallows Humour

Voltaire on his deathbed, the bedside priest asking him to renounce Satan: “Now, now my good man, this is no time for making enemies.”

Oscar Wilde on his deathbed in a cheap boarding house: "I am in a duel to the death with this wallpaper. One of us has to go."

Murderer James French before his death by electric chair: "How's this for a headline? 'French Fries'."

Cannibal-serial killer Jeffrey Dahmer whilst being murdered in prison: “I used to eat guys like you for breakfast!”

Convicted murderer James W. Rodgers' (before a firing squad): "I done told you my last request ... a bulletproof vest."

The murderer William Palmer, looking at the trapdoor on the gallows: "Are you sure it's safe?"

Dmitry Bogrov, Russian assassin, positioning his head in the noose: "Should I lift my head a bit?"

General John Sedgewick: "They couldn't hit an elephant at this dist ... ."

Terry Kath, rock musician, cleaning a gun: "Don't worry ... it's not loaded ... ."

Glenn Miller, last known words before boarding the fatal plane: " Where the hell are the parachutes?"

Bob Hope, asked by his wife where he wanted to be buried: "Surprise me".

Groucho Marx: "Die my dear, why that's the last thing I'll do."

Peter the Great: "Leave all to ... ."

Honourable Mention (didn't die)

Ronald Reagan to his doctors in the emergency room, after being shot by John Hinckley, Jr.: "I hope you're all Republicans."

Please feel free to add any I've missed; I'm sure there are many.