1. (Matthew 27:46) - "And about the ninth hour Jesus cried out with a loud voice, saying, "Eli, Eli, lama sabachthani?" that is, "My God, My God, why hast Thou forsaken Me?"
2. (Mark 15:34) - "And at the ninth hour Jesus cried out with a loud voice, "Eloi, Eloi, lama sabachthani?" which is translated, "My God, My God, why hast Thou forsaken Me?"
3. (Luke 23:46) - "And Jesus, crying out with a loud voice, said, "Father, into Thy hands I commit My spirit." And having said this, He breathed His last."
4. (John 19:30) - "When Jesus therefore had received the sour wine, He said, "It is finished!" And He bowed His head, and gave up His spirit."

     A simple arrangement of the various gospel texts on the Crucifixion Chronology page shows that the last thing Jesus said was "Father, into Thy hands I commit My spirit," (Luke 23:46) which also states that He breathed his last after saying that.