Mine would be:
For daggerfall:
"What's attacking me?!?" (falls to floor) "Oh..."
[last seen in privateer's hold with rat eating his remains]
"AAAAH! ZOMBIE!"
[died by being 'slapped' by a zombie]
Morrowind:
"What's that?" (5 seconds later) "Stupid flying thing!"
[dies by being eaten by cliffracer]
'Are those bandits?'
[last seen devoid of blood in an ancestrial tomb]
Oblivion:
"censored" (falls from bridge near a tower in oblivion with daedra [probably] laughing nearby)
Most other deaths I have had would probably be met with "OW!".