Anne Boleyn, the unfortunate second wife of English King Henry VIII (most of them were rather unfortunate--the last, Katherine Parr, was the only one to survive him), was among many other things the first English Queen to be executed.
She had this to say on the occasion:
"Good Christian people, I am come hither to die, for according to the law, and by the law I am judged to die, and therefore I will speak nothing against it. I am come hither to accuse no man, nor to speak anything of that, whereof I am accused and condemned to die, but I pray God save the king and send him long to reign over you, for a gentler nor a more merciful prince was there never: and to me he was ever a good, a gentle and sovereign lord. And if any person will meddle of my cause, I require them to judge the best. And thus I take my leave of the world and of you all, and I heartily desire you all to pray for me. O Lord have mercy on me, to God I commend my soul."
~Recorded by Edward Hall
Kind words indeed, seeing as how it was her "merciful prince" Henry that sent her to the Tower of London for her most likely fictional crime of adultery.
Anne was executed in 1536 by a specially imported French executioner, who decapitated Anne in the traditional way of her ancestry, ie. the (hopefully) single stroke of a two-handed sword.
The act was considered quite a favor, as most executions at the time were done with an axe, and not done particularly well.