Note: Captain Price has gained access to a German battleship while undercover, but has been found out after killing two German soldiers. These are the last words heard from him, as he is killed offscreen shortly afterwards.
Call of Duty 2: Big Red One
Who: Alvin "Brooklyn" Bloomfield
Note: After this line is said, Brooklyn is killed by an artillery explosion after trying to cut some barbwire.
For you, Mason. Not for me.
I do not care about Nova! My name is Viktor Reznov, and I will have my Revenge!
Note: Reznov and Alex Mason attempt to break out of Vorkuta prison, but only Mason is able to escape, and the first line is the last thing that the living Reznov says. While Reznov continues to appear during the story, it is later revealed that he is a figment of Mason's imagination and actually died during the breakout. The second line is his last on screen line, when he is about to kill Dr. Steiner, and the third line is his last line of the game, which Mason hears while swimming to the surface after killing Dragovich.
Note: Price does not want to leave the wounded Yuri behind but Yuri tells Price to leave him and prevent Makarov from getting away. These are Yuri's last words before he shoots Makarov, but is shot three times by Makarov, killing him.
Call of Duty: Black Ops II
He even has people in the CIA.
Who: Lev Kravchenko
Note: Executed by Frank Woods following capture and Nicklas Lidstrom Jersey interrogation. Additionally, this line can be skipped if Mason cannot control the numbers and ends up killing Kravchenko.