His now-famous dying speech -- ""I only regret that I have but one life to lose for my country" -- may not be exactly his original words, but is attested since at least 1812.
http://en.wikipedia.org/wiki/Nathan_Hale
Nathan Hale (June 6, 1755 — September 22, 1776) was a captain in the Continental Army during the American Revolutionary War. Hale is best remembered for his ""I only regret that I have but one life to lose for my country" speech before being hanged following the Battle of Long Island.
Widely considered America's first spy; he volunteered for an intelligence-gathering mission and was caught and executed. Hale has long been considered an American hero and in 1985 he was officially designated the State Hero of Connecticut. A large statue of Hale is located outside the headquarters of the Central Intelligence Agency.
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The speech
By all accounts Hale deported himself eloquently before the hanging. But it is not clear if he specifically uttered the famous line:
"I only regret that I have but one life to lose for my country."
The legend attached to the speech is attributed to John Montresor who was a British soldier assigned to Hale.
Montresor told American William Hull about the event and the speech when he went under white flag to deliver a Howe message to George Washington and Alexander Hamilton[5] Hull (who only had hear say evidence) was to widely publicize the phrase.
If Hale did give the famous speech, it is most likely he was actually repeating a passage from Joseph Addison's play, Cato, an ideological inspiration to many Whigs:
How beautiful is death, when earn'd by virtue!
Who would not be that youth? What pity is it
That we can die but once to serve our country.
No official records were kept of Hale's speech.
Robert MacKensie, a British officer, has this diary entry for the day:
"He behaved with great composure and resolution, saying he thought it the duty of every good Officer, to obey any orders given him by his Commander-in-Chief; and desired the Spectators to be at all times prepared to meet death in whatever shape it might appear."
Hanging site(s)
Besides the 66th and Third, there are two other sites in Manhattan that claim to be the hanging site.
A statue designed by Frederick William Macmonnies was erected in 1890 City Hall Park at what was claimed to be the site. No authentic likeness exists and the statue established the Hale's idealized square-jawed image.
A plaque erected by the Daughters of the American Revolution hangs on the Yale Club at 44th and Vanderbilt by Grand Central Terminal says the event occurred there.
Nathan Hale's body has never been found. An empty grave cenotaph was erected by his family in Coventry, Connecticut Cemetery.
November 1812, The Port-Folio, "American Gallantry," pg. 481:
Unknown to all around him, without a single friend to offer him the least consolation, thus fell as amiable and as worthy a young man as America could boast, with this, as his dying observation -- that "he only lamented that he had but one life to lose for his country."

