Captain Lawrence E. G. Oates. He was one of the members of the doomed Scott expedition to the South Pole. On March 17th, Oates, when he knew he was going to die, left the tent that he and three others were sheltered in. He thought that by leaving he would help prolong the lives of the others by not taking any of the few supplies they had left. His only words to his companions before he left are quoted in my sig line.
Unfortunately, the other three only live 12 day longer than he did. The most horrible part of the whole story is that they were only eight miles from a cache of supplies that might have saved their lives.
I think it was one of the most courageous acts I've ever heard of.