Matthew 27:46

And about three, Jesus called out loudly, "Eloi, Eloi, lema sabachthani?" that is, "My God! My God! Why have you forsaken me?"

Hebrews 5:7

For Jesus in his life on earth offered prayers and entreaties, crying aloud with tears, to him who was able to save him from death, and because of his piety his prayer was heard.

Mark 15:34

And at three o'clock Jesus called out loudly, "Eloi, Eloi, lama sabachthani?" which means, "My God, my God, why have you forsaken me?"

Luke 23:46

Then Jesus gave a loud cry, and said, "Father, I intrust my spirit to your hands!" With these words he expired.

John 19:28-30

After that, Jesus, knowing that everything was now finished, to fulfil the saying of Scripture, said, "I am thirsty."

Treasury of Scripture Knowledge

Summary

And about the ninth hour Jesus cried with a loud voice, saying, Eli, Eli, lama sabachthani? that is to say, My God, my God, why hast thou forsaken me?

Bible References

Jesus

Mark 15:34
And at three o'clock Jesus called out loudly, "Eloi, Eloi, lama sabachthani?" which means, "My God, my God, why have you forsaken me?"
Luke 23:46
Then Jesus gave a loud cry, and said, "Father, I intrust my spirit to your hands!" With these words he expired.
John 19:28
After that, Jesus, knowing that everything was now finished, to fulfil the saying of Scripture, said, "I am thirsty."
Hebrews 5:7
For Jesus in his life on earth offered prayers and entreaties, crying aloud with tears, to him who was able to save him from death, and because of his piety his prayer was heard.