Mark 15:39

And when the Centurion who stood in front of the cross saw that He was dead, he exclaimed, "This man was indeed God's Son."

Matthew 27:54

As for the Captain and the soldiers who were with Him keeping guard over Jesus, when they witnessed the earthquake and the other occurrences they were filled with terror, and exclaimed, "Assuredly he was God's Son."

Matthew 27:43

His trust is in God: let God deliver him now, if He will have him; for he said, 'I am God's Son.'"

Luke 23:47-48

The Captain, seeing what had happened, gave glory to God, saying, "Beyond question this man was innocent."

Matthew 8:5-10

After His entry into Capernaum a Captain came to Him, and entreated Him.

Mark 15:44-45

But Pilate could hardly believe that He was already dead. He called, however, for the Centurion and inquired whether He had been long dead;

Acts 10:1

Now a Captain of the Italian Regiment, named Cornelius, was quartered at Caesarea.

Acts 27:1-3

Now when it was decided that we should sail for Italy, they handed over Paul and a few other prisoners into the custody of Julius, a Captain of the Augustan battalion;

Acts 27:43

But their Captain, bent on securing Paul's safety, kept them from their purpose and gave orders that those who could swim should first jump overboard and get to land;

Treasury of Scripture Knowledge

Summary

And when the centurion, which stood over against him, saw that he so cried out, and gave up the ghost, he said, Truly this man was the Son of God.

General references

Bible References

The centurion

Mark 15:44
But Pilate could hardly believe that He was already dead. He called, however, for the Centurion and inquired whether He had been long dead;
Matthew 8:5
After His entry into Capernaum a Captain came to Him, and entreated Him.
Acts 10:1
Now a Captain of the Italian Regiment, named Cornelius, was quartered at Caesarea.
Acts 27:1
Now when it was decided that we should sail for Italy, they handed over Paul and a few other prisoners into the custody of Julius, a Captain of the Augustan battalion;

He said

Matthew 27:43
His trust is in God: let God deliver him now, if He will have him; for he said, 'I am God's Son.'"
Luke 23:47
The Captain, seeing what had happened, gave glory to God, saying, "Beyond question this man was innocent."

General references

Matthew 27:36
and sat down there on guard.