Funny. I was just thinking about Anne Bolyn (Anne of 1,000 Days). Have been watching The Tudors again. Recently they showed the one where Anne bites the dust. As she is waiting in the tower for the executioner to arrive from France she makes a comment to the effect, "I have such a little neck."
Somewhere this is probably a list of famous last quotes people say right before being executed.
That Tudor series was fairly faithful to the historical facts as well. All in all, it was impressive. Unlike the recent Elizabeth films. I loved both movies, and thought Blanchette was amazing, but they took many liberties with history.
Apparently Katherine Howard spent the night before her execution practising putting her head on the block - I suppose its not like you get a second try if you don't get it right first time!
According to folklore she did sock it to Henry VIII on the scaffold - 'I die a Queen, but I would rather have died the wife of Culpeper' (she had been caught dallying with Thomas Culpeper in the linen closet)