Yahya related to me from Malik from Zayd ibn Aslam that Umar ibnal-Khattab used to say, "O Allah! I ask you for martyrdom in Your wayand death in the city of Your Messenger!" (DE)
USC-MSA web (English) reference: Book 21, Hadith 34 (DE)
Arabic reference (DE): Book 21, Hadith 995 (DE)