"At the sixth hour darkness came over the whole land until the ninth hour. And at the ninth hour Jesus cried out in a loud voice, 'Eloi, Eloi, lama sabachthani?" which means, "My God, my God, why have you forsaken me?'"
We all die with Christ today.
Jesus's last words were words already written by him centuries ago through King David. It is the very beginning of Psalm 22, David's song of lament written as if through the eyes of Christ. If you read Psalms 22, you will understand the prophecy being fulfilled as Jesus breathes his last as it is an exact description of what happened to him. He wanted those around him to have Psalms 22 in mind as he died upon that cross.
But the good news is that Psalms 22, though it starts out somber ends with a hopeful note:
"They will proclaim his righteousness to a people yet unborn-- for he has done it." (Psalms 22:31)
We are those who have heard the message and we are those who believe and proclaim that He has done it. It is his righteousness, not ours, which sets us free.
These are the last words of our Christ, a final prayer for God to deliver him from his enemies. Though darkness might last a few hours or days, even in death our Christ awaits God's deliverance from sin and death. And it is our hope and expectation that He who is mighty to save will deliver us all.