Here's an amusing website a friend happened to mention to me a while back: http://www.eclipse.net/~srudy/flw/index.html. It's a list of RPG characters' "Famous Last Words." And it's a loooong list, so it does get a bit repetitous after a while, but some of 'em are pretty darned amusing.

Reminds me of a couple of incidents from my own gaming experience. (Though not ones involving any of my own characters. They seldom seem to have enough time to utter any last words, somehow.) For instance, there was the Torg session where a priest and a couple of other PCs prayed to the Torg multiverse's overarching deity to "take up somewhere safe." They rolled astonishingly well on the miracle... And were never heard from again.

Or the D&D game where we were all offered the use of some kind of teleportation spell or device (it's been a while, so the details are kind of fuzzy). One by one, each member of the party was asked where they wanted to go, and each picked somewhere different and was instantly transported there. When it came to the last guy, apparently he couldn't decide where he wanted to go and said, "Just take me where the rest of them went." He then proceeded to reappear in several places at once. Messy!

I think the moral of both these stories is "be careful what you wish for." Which is a bit trite, admittedly, but it's worth bearing in mind...