I have a terrific headache.
Who: Franklin Delano Roosevelt, who died of a massive cerebral hemorrhage
Note: According to Conrad Black in his biography Franklin Delano Roosevelt: Champion of Freedom, page 1110, FDR was sitting for a portrait when he put his left hand to the back of his head and said: "I have a terrific pain in the back of my head." He then was carried to his bed by several people, as they were doing this "he was understood by Laura Delano to say, only semiconsciously, 'Be careful.' These were his last words.