Getty Martin Short is opening up about the death of his daughter Katherine Short and how he feels her tragic loss is connected to his late wife Nancy's last words. Nancy died of ovarian cancer in 2010 and her final words, as paramedics rushed into the room, were "Martin, let me go." The Only Murders in the Building actor discussed the loss in a new interview with The New York Times, in which he said that his daughter Katherine had said the same thing. Katherine committed suicide earlier this year at the age of 42 following a battle with mental illness.