In the narration presented in the Gospel of John (John 19:23-31) Jesus actually says more than in any other Gospel. He greets his mother (John 19:26), he asks for something to drink (John 19-28 - from the writer's account to fulfill prophecy in the Hebrew scriptures), and then at the moment of his death he says "It is finished" (John 19-30).
In the narration presented in the Gospel of Luke, (Luke 23:33-46), Jesus tells one of the other convicts executed with him that they will be in Paradise with him (Luke 23:43) and at the moment of his death, he cries out to his father (God, one would presume) "Father into your hands I commend my spirit".
In the narrations presented in the Gospel of Mark, (Mark 15:24-37), and the Gospel of Matthew (Matthew 27:35-50) Jesus doesn't say anything until moments before death, at which time he cries out to "Father, Father, why have you forsaken me?" (Mark 15:34) or "My God, my God, why have you forsaken me? (Matthew 27:45), and he also lets out a large undefined cry at the actual moment of his death (Mark 15:37) and Matthew (27:50).
In the anecdote presented in the Gospel of Phillip, Jesus says only "My God, my God, why lord have you forsaken me?" It is said that he says these words only after he had "left that place".
In the Second Treatise of the Great Seth, Jesus is narrating or retelling the event of his crucifixion and many of the events (the wine, the piercing with the reeds, the crown of thorns) are present, but according to Jesus, he himself was not, rather he was observing and, according to his retelling, laughing at them.
Maybe he said it all. None of the stories claim to be a recording of events.