There's the story of filming the scene in Lord of the Rings where Saruman is stabbed in the back by Wormtongue.
From Peter Jackson's DVD commentary:
When I was shooting the stabbing shot with Christopher, as a director would I was explaining to him what he should do"... "And he says, 'Peter, have you ever heard the sound a man makes when he’s stabbed in the back?' And I said, 'Um, no.' And he says 'Well, I have, and I know what to do.'"
If I recall correctly, Peter Jackson asked Christopher Lee to utter Saruman's loud death-scream after Saruman had been stabbed in the back.
Christopher Lee responded that a person in that position, (due to punctured lung I suppose) wouldn't be able to scream, so it would be more of a strangled noise. Apparently this drew on his experiences in special forces in WW2.
From Peter Jackson's DVD commentary:
When I was shooting the stabbing shot with Christopher, as a director would I was explaining to him what he should do"... "And he says, 'Peter, have you ever heard the sound a man makes when he’s stabbed in the back?' And I said, 'Um, no.' And he says 'Well, I have, and I know what to do.'"