In the four gospels, Jesus spoke seven sayings from the cross. One saying is repeated in two gospels, and another saying was inserted by scribes. I've compiled all the last words in these verses (Mark 15:34; Matthew 27:46; Luke 23:34; Luke 23:43; Luke 23:46; John 19:26–27; John 19:28; John 19:30) into the following table:

I've placed Mark first because scholars agree that it is oldest gospel (according to the two-source hypothesis), such that Matthew and Luke used it as a source to their gospel.

Matthew slightly modifies Mark's same last word of Jesus "My God, My God, why have you forsaken me?" by correcting Mark's eloi to eli and slightly modifies the time from 3 o'clock to about 3 o'clock. My point is that Matthew intentionally repeated Mark with modification yet retained the same last word.

Luke's modification of Mark is more radically, because he completely omits Mark's last word, and instead inserts two completely different last words of Jesus. (I've listed three, because the first verse was added later).  Luke had access to many lost sources (Luke 1:1), but it's unlikely that either of his last words were in his Q source (again according to the two-source hypothesis), because I'd expect to see these last words in Matthew also. 

John was written last and includes three original last sayings that are remarkably different than the synoptic gospels (showing that the evangelist did not have direct access to Mark or Q).

So according to textual criticism, the last word of Jesus in Mark 15:34 has the strongest attestation and priority over all the other seven sayings of Jesus from the cross. 

Fleming Rutledge on the only last word repeated

Fleming Rutledge begins the first chapter of her book The Crucifixion: Understanding the Death of Jesus Christ with a discussion of the primacy of the cross, and makes this excellent observation that the Gospel of Mark and Matthew provide the one and only same last word of Jesus:

"Long before the advent of critical biblical scholarship as we know it today, it was observed that the four Evangelists tell the story of Jesus' life in four quite different ways. The four passion narratives vary greatly in details and in theological emphasis. For example, the "seven last words from the cross" so beloved by generations of Good Friday preachers are strikingly different in the various accounts, with only Matthew and Mark concurring." [1]

And in chapter two of her book, she also makes the excellent observation that this last word is the only last word of the seven sayings of Jesus from the cross that is repeated by the gospels:

"Now to be sure, in one sense the crucifixion is only one barbarous scene among many scenes of human atrocity. However, there is one feature of the crucifixion that sets it aside from the rest. Many have believed that the ultimate criterion for the interpretation of the event without an account of this uniquely terrible saying from the cross, the only saying to be reported by not just one, but two Evangelists." [2]

It is no surprise that Rutledge begin's her book with a quotation from Jürgen Moltmann's The Crucified God, because Moltmann's theology of hope my only be understood through the final cry of Jesus from the cross, "My God! My God! Why have you forsaken me?"

Criticism of the Traditional Ordering of the Seven Sayings 

All four gospels are different witnesses to the crucifixion of Jesus, and they all have reappropriated their sources to saying different things to different audiences. Throughout history, their has been a tendency to harmonize these four witnesses into one witness, such as Tatian's Diatessaron (c. 2nd century). Ultimately, these harmonizations have been rejected by the Church in preference to the four Evangelists, because these harmonizes tend to say something different than the four Evangelists they've conflated. 

Consider the Traditional Ordering of the seven last sayings of Jesus from the cross, which have combined the seven sayings in a way that imposes a narrative that is different than all the gospels, placing difference emphasis through positioning, and eliminating the doublet of the verse I previously argued was most important:

1. "Truly I tell you, today you will be with me in Paradise." (Luke 23:34)
2. "Father, forgive them; for they do not know what they are doing." (Luke 23:43)
3. "Woman, here is your son . . . Here is your mother." (John 19:26–27)
4. "My God, my God, why have you forsaken me?" (Matthew 27:46; Mark 15:34)
5. "I am thirsty." (John 19:28)
6. "It is finished." (John 19:30)
7. "Father, into your hands I commend my spirit." (Luke 23:46)

In this traditional ordering, Jesus is on the cross with full knowledge of his destiny from the first saying, explains the situation, make preparations for his mother, asks a rhetorical question quoting the Psalm 22:1, after which Jesus expresses thirty, a victory cry, and then dies peacefully.

The Traditional Ordering provides a narrative that is opposed by all four gospels. In reference to the first table, Mark and Matthew provide one and only one last word of Jesus that expresses only the abandonment of god: "My God! My God! Why have you forsaken me?" In Luke, Jesus expresses no abandonment, and on the contrary has full knowledge that he will be in paradise upon death, and peaceful accepts this fate ""Father, into your hands I commend my spirit." In John, Jesus makes preparations for his death before a cry of victory "It is finished!"

The Traditional Ordering has great utility in that it reminds us of all the last words of Jesus that were spoken by all the evangelists, but without considering the different narratives from the gospels, then it diminishes the priority of Jesus' last word of the last words "My God! My God! Why have you forsaken me?"

Bruce Metzger on the last word that wasn't

I've included in the seven sayings of Jesus from the cross a last word that Jesus likely did not say: Luke 23:34 (NRSV) "Father, forgive them; for they do not know what they are doing." This verse is not included in the oldest and best manuscripts, and is typically placed in square brackets or omitted from the main text of most modern bibles. The verse was inserted into Gospel of Luke very early in textual transmission of Luke, so it has a strong and long history behind it, even though it was not in the original Gospel of Luke. It may have been a marginal note that was incorporated unintentionally by a scribe, or it may have been intentionally inserted from an unknown agraph of Jesus. 

In A Textual Commentary on the Greek New Testament, Bruce Metzger provides this excellent assessment of this apocryphal last word in Luke 23:34.

"At the same time, the logion, though probably not a part of the original Gospel of Luke, bears self-evident tokens of its dominical origin, and was retained, within double brackets, in its traditional place where it had been incorporated by unknown copyists relatively early in the transmission of the Third Gospel" [3]

A list of the seven sayings of Jesus from the cross

For reference, here is a list of the seven sayings of Jesus from the cross in the gospels from the New Revised Standard Version: Mark 15:34; Matthew 27:46; Luke 23:34; Luke 23:43; Luke 23:46; John 19:26–27; John 19:28; John 19:30. 

1. Mark 15:34 (NRSV) At three o’clock Jesus cried out with a loud voice, “Eloi, Eloi, lema sabachthani?” which means, “My God, my God, why have you forsaken me?”
2. Matthew 27:46 (NRSV) And about three o’clock Jesus cried with a loud voice, “Eli, Eli, lema sabachthani?” that is, “My God, my God, why have you forsaken me?”
3. Luke 23:34 (NRSV) [[Then Jesus said, “Father, forgive them; for they do not know what they are doing.”]] And they cast lots to divide his clothing.
4. Luke 23:43 (NRSV) He replied, “Truly I tell you, today you will be with me in Paradise.”
5. Luke 23:46 (NRSV) Then Jesus, crying with a loud voice, said, “Father, into your hands I commend my spirit.” Having said this, he breathed his last.
6. John 19:26-27 (NRSV) When Jesus saw his mother and the disciple whom he loved standing beside her, he said to his mother, “Woman, here is your son.” 27 Then he said to the disciple, “Here is your mother.” And from that hour the disciple took her into his own home.
7. John 19:28 (NRSV) After this, when Jesus knew that all was now finished, he said (in order to fulfill the scripture), “I am thirsty.”
8. John 19:30 (NRSV) When Jesus had received the wine, he said, “It is finished.” Then he bowed his head and gave up his spirit.

Sources:

1. Fleming Rutledge, The Crucifixion: Understanding the Death of Jesus Christ, (Eerdmans Publishing, Grand Rapids: 2017), p. 41

2. Rutledge. Ibid. p. 97

3. Bruce Metzger, A Textual Commentary on the Greek New Testament, (Biblia-Druck, 1971: Stuttgart), p.154