Apothanein thelo is Greek for "I want to die". It gains its fame and modern usage by way of The Waste Land's epigraph:
"NAM Sibyllam quidem Cumis ego ipse oculis meis
vidi in ampulla pendere, et cum illi pueri dicerent: Sibylla ti theleis; respondebat illa: apothanein thelo."
"For with my own eyes I saw the Sibyl hanging in a bottle, and when the young boys asked her, 'Sibyl, what do you want?', she replied, 'I want to die'."
Note that the text is all in Latin, aside from the boys' question and Sibyl's response, which is Greek; in fact, in The Waste Land T.S. Eliot used the Greek alphabet for the participants' speech. Few are so historically accurate today, and the words are written almost exclusively in the Roman alphabet among today's literary goths.
Eliot did not write this himself, however. As is the nature of epigraphs, he borrowed it from a much older work, namely Petronius's Satyricon. It tells, in part, of the Cumaean Sibyl, a mythical prophetess who was blessed by Apollo to live for as many years as there were grains in a handful of sand. When she left Apollo he punished her by maintaining his gift but allowing her body to wither away, until her decrepit (but still living) remains were kept in a jar.
This phrase is hardly common, but it still appears in many various writings, particularly poetry, as a literary reference of impeccable pedigree.