One of my favorite magazines -- Mental Floss -- has a video up on YouTube about famous last words. Check it out, it's a jaunty little musical.
A few of my favorites however didn't make the cut. Hindu holy man Meher Baba's last words were, "Don't worry. Be happy." What's interesting about this is that he said these words in 1924 right before he took a vow of silence that lasted 45 years, until his death in 1969.
Speaking of Eastern religions, do you know the Buddhist story about the monk who is being chased by a vicious tiger. The tiger chases the monk off a cliff and the monk survives only by grabbing onto a protruding branch. He hangs there for a few seconds and then he hears the branch crack. Just as that moment he sees a flower growing out of the cliffside and he says, "Oh, my, what a beautiful flower." (And if you don't get that story, you might want to consider some religion other Buddhism) . Anyway that idea of living and loving the moment seems to permeate Lou Costello's (of Abbott and Costello fame) last words: “That was the best ice cream soda I ever tasted.”
And my favorite famous last words are from Henry David Thoreau, and they weren't really last words, more like next-to-last. (His last words was the enigmatic couplet: "Moose. Indian.") But as he lay on his deathbed, a priest advised him that the time had come for him to make his peace with God, and Thoreau said, "I did not know that we had ever quarreled."