What does Gandalf say before he falls?

In the Return of the King film (2003)

End? No, the journey doesn't end here. Death is just another path, one that we all must take. The grey rain curtain of this world rolls back and all turns to silver glass, and then you see it.

Pippin: What, Gandalf? See what?

Gandalf: White shores, and beyond, a far green country under a swift sunrise.

The grey curtain and silver glass bit is taken from the very last page of The Return of the King book when Frodo actually sees his unremembered dream come true from The Fellowship of the Ring book, while Frodo and the hobbits are staying at Tom Bombadil's house.