5) "To the strongest!" - Alexander the Great, in response to his generals wondering which of them would gain control of the empire.
4) "I know you are here to kill me. Shoot, coward, you are only going to kill a man." - Che Guevera.
3) "Drink to me!" - Pablo Picasso. A reasonable request.
2) "Tell the governor he just lost my vote." - Christopher Emmett, today.
1) "Don't let it end like this. Tell them I said something." - Pancho Villa.
I was planning on doing 10 of these, but I read through Wikiquote's list, and there truly are not many funny ones. Maybe people thought they had something funny to say, but wanted to wait until the absolute last moment to say it, and waited too long. The other possibility is that people predominantly don't care for humor in their last moments, which is a depressing thought indeed.