In Joseph Conrad's Heart of Darkness, Kurtz expires with the words "The horror! The horror!" These dying words have been analyzed as much as any in Western literature, despite the fact that Marlow, the narrator, explains and reflects on them himself. For Marlow, Kurtz's last words are "judgment upon the adventures of his soul on this earth."
Marlow's interpretation seems reasonable as far as it goes, but this is clearly not all there is to be said about Kurtz's dying words. One of the reasons Conrad's writing is so much analyzed is that he tends to prefer ambiguity to certainty. The horror to which Kurtz refers can be seen as life in general, his own life in particular, what he has done with that life, and, ultimately, the soul or character that allowed a civilized man to sink to such depths of depravity and insanity.
Whatever the reader thinks of Heart of Darkness, they are unlikely to have any quarrel with Kurtz's words about what he has seen and done. This would scarcely be the case if his last word had been the name of his fiancée, as Marlow pretends it was when he speaks to her. In the world described by Conrad, the horror of reality leaves no room for such sentimentality.