“My only regret is that I have not drunk more champagne in my life.”

Last words before being hanged by the British as a spy, (September 22, 1776), according to the account by William Hull based on reports by British Captain John Montresor who was present and who spoke to Hull under a flag of truce the next day:
‘On the morning of his execution,’ continued the officer, ‘my station was near the fatal spot, and I requested the Provost Marshal to permit the prisoner to sit in my marquee, while he was making the necessary preparations. Captain Hale entered: he was calm, and bore himself with gentle dignity, in the consciousness of rectitude and high intentions. He asked for writing materials, which I furnished him: he wrote two letters, one to his mother and one to a brother officer.’ He was shortly after summoned to the gallows. But a few persons were around him, yet his characteristic dying words were remembered. He said, ‘I only regret, that I have but one life to lose for my country.’
Some speculation exists that Hale might have been repeating or paraphrasing lines from Joseph Addison's play Cato, Act IV, Scene IV:
How beautiful is death when earned by virtue.
Who would not be that youth? What pity is it
that we can die but once to serve our country.
See George Dudley Seymour, Captain Nathan Hale, Major John Palsgrave Wyllys, A Digressive History, (1933), p. 39.
Another early variant of his last words exists, as reported in the Independent Chronicle and the Universal Advertiser (17 May 1781):
I am so satisfied with the cause in which I have engaged, that my only regret is, that I have not more lives than one to offer in its service.

1990s, Inside the Actors Studio (1994)

Quoted in Albert Jay Nock's Memoirs of a Superfluous Man (1943), p. 54.
Attributed

Post-trial statement (modeled after a quote by American revolutionary Nathan Hale), after being declared guilty of flag desecration for wearing a shirt that resembled an American flag (1968), quoted in "The Trial of Abbie Hoffman's Shirt" in The Huffington Post (8 June 2005) http://www.huffingtonpost.com/paul-krassner/the-trial-of-abbie-hoffma_b_2334.html.

Tallulah: My Autobiography (1952)

Address at Bennington College (30 October 1984) as published in "Reflections of a Writer: Long Work, Short Life" in The New York Times (20 March 1988)
Context: I have written almost all my life. My writing has drawn, out of a reluctant soul, a measure of astonishment at the nature of life. And the more I wrote well, the better I felt I had to write.
In writing I had to say what had happened to me, yet present it as though it had been magically revealed. I began to write seriously when I had taught myself the discipline necessary to achieve what I wanted. When I touched that time, my words announced themselves to me. I have given my life to writing without regret, except when I consider what in my work I might have done better. I wanted my writing to be as good as it must be, and on the whole I think it is. I would write a book, or a short story, at least three times — once to understand it, the second time to improve the prose, and a third to compel it to say what it still must say.
Somewhere I put it this way: first drafts are for learning what one's fiction wants him to say. Revision works with that knowledge to enlarge and enhance an idea, to re-form it. Revision is one of the exquisite pleasures of writing: The men and things of today are wont to lie fairer and truer in tomorrow's meadow, Henry Thoreau said.
I don't regret the years I put into my work. Perhaps I regret the fact that I was not two men, one who could live a full life apart from writing; and one who lived in art, exploring all he had to experience and know how to make his work right; yet not regretting that he had put his life into the art of perfecting the work.

Testament (1969)
1960's

Then I will remind myself that I cannot.
March 16
Quotes from Daily Negations (2007)