This appears several times on 24. The most recent example coming from a private security goon holding a key witness at gunpoint. Jack simply dispatches him with a single shot mid-threat.
In Agents of S.H.I.E.L.D., after the Clairvoyant (a.k.a. John Garrett) is dealt with, there's a scene of him dragging his almost-dead body to a machine which puts him in a Powered Armor exoskeleton. He steps off the machine now stronger than ever and begins to gloat, when he is suddenly blasted with a laser from offscreen and explodes into Ludicrous Gibs.
Coulson:[holding a BFG] Hey guys! I found it! Told ya it'd be in here!
In the episode "Fractured House", S.H.I.E.L.D. agent Walters is hit by a HYDRA splinter bomb, and is disintegrated in the middle of her last words, proclaiming that HYDRA will never defeat S.H.I.E.L.D.
In "World's End", Dr. Radcliffe has no way to escape the deletion of the Framework since his physical body was killed earlier in the season to trap his mind inside the virtual world permanently. He decides to spend his last moments Watching the Sunset with a drink in hand, and is deleted in the middle of raising a toast to the end of the world.
In "Lineage", Wesley shot his father the moment dad began threatening Fred. Repeatedly. Though it may not have been an example of this trope, as his decision to shoot is so instantaneous Roger could have just meant to stop talking at that point.
Roger: Well, then... (points gun at Fred) maybe if it's someone you care about— (Wesley fires ten rounds into Roger's chest)
In "Shells", Wesley did this again. While Angel is monologuing about how they're the good guys so they have to protect any member of humanity, Wesley kills Knox.
Angel: Were you even listening?
Blackadder: This is how Prince Edmund dies at the end of the first series after drinking poisoned wine in "The Black Seal"
Edmund: And now at last I shall be king of E- (dies)
In Better Call Saul, Lalo Salamanca walks in on Howard Hamlin's conversation with Jimmy and Kim and shoots Howard for being a witness.
Howard: I, uh, think I'm in the middle of something, er, t-there's really no need to-
Jack: Wait. You want your money, right? You wanna know where it is? You pull that trigger, you'll neve-
It's hinted that the latter is done expressly as vengeance for the former: Walter gives Jack time to smoke a last cigarette, lulling him into a false sense of confidence that he's willing to listen to what Jack has to say.
In "Negro y Azul", in which one of the DEA agents present when a cartel informant's head is discovered perched on top of a tortoise mocks Hank for being overwhelmed and suffering a panic attack on seeing it... only for a bomb hidden inside the head to explode right when he's in the middle of his sentence. Downplayed, since the agent isn't actually killed, but since he's left missing a leg as a result of what happens, he's no doubt wishing he was.
Happens in the Breakout Kings episode "There Are Rules", when the white-collar criminal who masterminded the prison break of the week pulls a gun on his relatively violence-oriented accomplice, and the latter tries to Hannibal Lecture him:
"...you got a problem, Ronald. You got nobody to pull that trigger for you. This is a job you can't delegate. You gotta actually dirty your hands for once, and we both know that—" BLAM
Crazy Like a Fox: Starts off the events of "Wanted — Dead and Alive".
Torrez in Day Break (2006). Damien shots him and his last words to Hopper are:
Torrez: El Llorón... He's not the... [dies]
The Defenders (2017): With Elektra having successfully captured Danny Rand, Alexandra is left to pacify the Hand's other Fingers, who seem ready to riot.
Alexandra:[to Elektra] Kill Luke Cage. Kill Jessica Jones. And the Devil of Hell's Kitchen, whoever he is. [to Murakami, Madame Gao and Bakuto] I'm so happy you're all on board with the plan. But let me remind you, I neutralized our enemies. I brought you the Iron Fist. I was able to keep the most important operation in our history running while you succumbed to chaos and conflict. I have proven myself to be the one and only true leader-[Elektra abruptly impales her from behind with a sai] Elektra Natchios: His name is Matthew. [Elektra yanks her sai out of Alexandra, letting the body fall to the floor] Elektra Natchios: And my name...is Elektra Natchios. You work for me now.[As if on second thought, Elektra uses her katana to slice off Alexandra's head. As she exhales a sigh of joy, she looks up and gives a threatening look to the remaining Fingers] Elektra Natchios: Any questions?
The only time this actually happened to The Doctor themselves is when the Third Doctor died before regenerating in the Season 11 episode "Planet of the Spiders". Of course, fellow Time Lord K'anpo Rimpoche comes in and gives his next regeneration "a little push", causing him to become the Fourth Doctor.
Third Doctor: A tear...Sarah Jane? Don't cry. While there's life, there's— (takes his last breath, then Sarah Jane closes his eyes)
"The Age of Steel": Mr. Crane, John Lumic's formerly loyal lieutenant, turns against Lumic after realizing that Lumic would have converted him into a Cyberman as well. The Cybermen kill him after he sabotages Lumic's life support, while Crane is shouting, "Die, you bast–"
"Voyage of the Damned": Morvin Van Hoff falls to his death just as he's agreeing that he and his wife should go last across the rickety bridge across the chasm.
Shed Garvey is killed like this in The Expanse while trying to calm his friend down as he has a panic attack in the middle of a space battle.
Shed: Trust me, we're all going to be just fi- [suddenly decapitated by a rail gun round that penetrates the hull of their room]
Mustard: Better get out the earplugs, Father, because when that milkfloat goes off, they'll hear it all the way to the North P- [cut toNorth Pole]*BOOM*
Game of Thrones: It's not an audible sentence, but Ned Stark is clearly in the midst of a prayer when the blade descends and is unable to finish it before the stroke falls.
In Lost, Boone dies in the middle of giving a request to Jack. Later in the season, Arzt gets one when the dynamite he was handling blows up.
Jack's failed kill of Locke would have happened this way, if the gun had been loaded.
The last words of Juliet: "I have to tell you something, it's really really important..." Luckily, Miles is there to relay what she intended to say. It doesn't make sense until the finale, when it's revealed that it was something she was saying to Sawyer in the flash-sideways universe/afterlife.
Ilana's Arzt moment in the final season. Killed while saying something seemingly very important in relation to The Big Bad, no less.
In NCIS: Los Angeles, an insane rogue CIA agent is holding Kensi hostage with a reciprocating saw to her neck. Deeks cuts off his threat mid-sentence with a bullet between the eyes.
Ferris: If you take one more step...
In Outlander, Taran MacQuarrie, a member of a Highland watch captured in an ambush along with outlaw Jamie Fraser, has some defiant last words as he is executed before Jamie's turn on the noose, though he is rudely interrupted by the Wentworth garrison:
MacQuarrie:[as the rope is placed around his neck] My only regret is that I wasted my life as a common thief, when I could've been a patriot fighting against you lot. To the devil wi' England, and God bless King— [shove]Gllkk!
In Penny Dreadful, after Ethan spares his father Jared's life, Jared starts berating and threatening him as he walks away, telling Ethan that he will never cease to send men after him and make his life a misery. Sir Malcolm steps in and shoots Jared dead in the middle of his rant.
In Power Rangers Operation Overdrive, this happens to the villain Kamdor after he thinks he's slain the Ranger fighting him no less.
Riker: Admiral? Hanson: The fight does not go well, Enterprise we are attempting to withdraw and regroup. Rendezvous with fleet— [the signal cuts out, and Data shakes his head, indicating that Hanson's ship has been destroyed]
Star Trek: Deep Space Nine: In the series finale, "What You Leave Behind", a wounded Damar tries to say some last words, but dies after only saying "Keep...". Even that much was improvised by Casey Biggs, who wanted Damar to go out saying something and has admitted that he actually had no idea how he would have finished the line.
Borg ships:We are the Borg. Existence as you know it has ended. We will add your biological and technological distinctiveness to our own. Resistance is— KABOOOOMM
In the series finale of Strike Back, Col. Alexander Coltrane disposes of The Mafiyaqueen who murdered two of his team members this way—she yells out "Wait—!" as he pulls out a gun and performs a Boom, Headshot!.
In the Supernatural episode "Devil May Care", Irv is shot through the heart as he vows to take on the demons alone.
The Twilight Zone (1985): The reboot episode "A Little Peace and Quiet"; the bedroom scene it is implied to happen, both with the main character's husband and son hastily saying their goodbyes, and with the radio announcer as he is trembling through a bulletin alerting the public to a nuclear attack on the United States (which is drowned out by the explosion, air raid sirens and the commotion outside as a panicked public tries to flee). Averted when the woman freezes time an instant before their (presumed) deaths.
During an assault on an enclave of Russian partisans in Unsere Mütter, unsere Väter, Schmidt is shot while making a quip to the effect of "Maybe they're phoning Comrade Stalin for hel-". It takes him a while to die but, having been shot in the neck, he's in no state to speak.
Bob: You'll die. You'll all di— *BAM!* Rick:Shut up.
A running joke in the Wayne and Shuster sketch "Rinse the Blood Off My Toga" involves people being killed mid-sentence as they try to tell the investigators the name of Caesar's killer.
In The West Wing, in an almost painful Tempting Fate, a secret service agent happens to walk into a convenience store in the midst of a robbery. Only seeing one of two robbers, he gets him to drop his weapon, gets him on the floor, and then says the kid was smart, because he's Secret Serv—
Actually, it didn't quite happen that way. They first screwed the audience (who reacted angrily, partly because it was unrealistic— Secret Service personnel wear bulletproof vests and he hadn't had time to take his off) into thinking he might actually, improbably get away with it because he does survive the tempting fate line about being Secret Service. Afterwards, when he's safe, he jokes to the clerk that he hates to be a problem customer, but if he doesn't get a Milky Way bar pretty soo—
Also Cheese: "There's just the street, the game, and what happen' here today. When it was ma uncle, I was wit ma uncle. When it was Marlo, I was wit him. But now, nigga..."
Young Sheldon: In "A Clogged Pore, a Little Spanish and the Future", as Missy is about to pop Sheldon's pimple, A.V. and Pus say their goodbyes.
A.V.: Well, the time has come to say goodbye. But don't worry. We'll be back in times of stress, like during final exams, or my personal favorite, school picture da—*Pop!*