When the police had him surrounded his final words were “Have at it boys. It’s been that kind of day.”
Now I had to do some research as I found this quote in James Lee Burke’s new book Wayfaring Stranger. So I checked on the internet and found the following:

Charles Arthur “Pretty Boy” Floyd (February 3, 1904 – October 22, 1934) was an American bank robber. He operated in the Midwest and West South Central States, and his criminal exploits gained widespread press coverage in the 1930s. Like most other prominent outlaws of that era, he was killed by policemen. Historians have speculated as to which officers were at the event, local or the FBI, known accounts document that local officers Robert “Pete” Pyle and George Curran were present at his fatal shooting and also at his embalming.[1] Floyd has continued to be a familiar figure in American popular culture, sometimes seen as notorious, but at other times viewed as a tragic figure, partly a victim of the hard times of the Great Depression in the United States.

If you have an interest in more details you can cut and paste the below link.

He was killed in Ohio after being named Public Enemy #! by J. Edgar Hoover but I couldn’t confirm the quote which sounds right to me.