Do you or anyone have any other examples besides Costello?
I am sure I read many examples, but I keep forgetting all those names, right now I have only 2 examples in mind:
1) Frank Gusenberg from the St Valentine Day Massacre who said "nobody shot me"
2) Benjamin Weiner killed in New York in 1948 by Bonanno associates Willie Rosenberg and Santo Bretagna. He was still alive when the police got to him, but just shook his head when asked who did it (not that it helped those 2, they fried on the chair anyway)