"Are all passengers safe?" were the last words of captain Piero Calamai who commanded the SS Andrea Doria when it sank
He didn't die on board but was haunted by it, although it was proven that he wasn't responsible for the accident (unfortunately he didn't get to hear it).
Last words are interesting, they can tell a lot about what the person dwelled on, or they can just remark on something in the moment (like Millard Fillmore commenting on the soup he was eating), either way they capture a moment of extreme vulnerability which makes them an interesting read potentially.
Apparently Nixon just said "help" which I find touching
Apparently George Washington and Emmanuel Kant said pretty much the same thing, "tis well". But I could be missing something in translation.