Shit, didn't make it in time for the Roy Batty.
I really liked LAYER CAKE's final death scene, it made sense because we had been following the protagonist almost exclusiely, and so it was only fair that when he died it was done in almost a dismissive way.
Also, I really really liked Cheyenne's death in ONCE UPON A TIME IN THE WEST. "Go away, I don't want you to see me die", and his theme tune coming to a stop. Probably butchering his last words there, can't remember the exact line.
Also, at least personally I'm gonna prevent spoiling movies in this thread, it's fair to assume that people that haven't watched every single movie in the world could enjoy discussing death scenes here.
Edit - On second thought, fuck spoilers, this thread would be a pain to read if people did it.