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!" (ES)
USC-MSA web (English) reference: Book 21, Hadith 34 (ES)
Arabic reference (ES): Book 21, Hadith 995 (ES)