Alduin, the World-Eater, doesn't actually speak any words when he dies in The Elder Scrolls V: Skyrim. While he does roar and growl throughout the game, his final moments are silent.
This is a common trope in video games, especially for powerful boss characters. The lack of a final speech emphasizes the finality of their defeat and the player's triumph over them.
It's worth noting that Alduin's death is not the end of his story. He can be resurrected by players who choose to follow the path of the Dragonborn, further emphasizing his role as a recurring threat in the world of Skyrim.