In the book An Occurrence at Owl Creek Bridge

This is a very short story; you can access the text easily on the internet.

As Peyton Farquhar fell straight downward through the bridge he lost consciousness and was as one already dead. From this state he was awakened—ages later, it seemed to him—by the pain of a sharp pressure upon his throat, followed by a sense of suffocation. Keen, poignant agonies seemed to shoot from his neck downward through every fiber of his body and limbs. These pains appeared to flash along well defined lines of ramification and to beat with an inconceivably rapid periodicity. They seemed like streams of pulsating fire heating him to an intolerable temperature. As to his head, he was conscious of nothing but a feeling of fullness—of congestion. These sensations were unaccompanied by thought. The intellectual part of his nature was already effaced; he had power only to feel, and feeling was torment. He was conscious of motion. Encompassed in a luminous cloud, of which he was now merely the fiery heart, without material substance, he swung through unthinkable arcs of oscillation, like a vast pendulum. Then all at once, with terrible suddenness, the light about him shot upward with the noise of a loud splash; a frightful roaring was in his ears, and all was cold and dark. The power of thought was restored; he knew that the rope had broken and he had fallen into the stream. There was no additional strangulation; the noose about his neck was already suffocating him and kept the water from his lungs. To die of hanging at the bottom of a river!—the idea seemed to him ludicrous. He opened his eyes in the darkness and saw above him a gleam of light, but how distant, how inaccessible! He was still sinking, for the light became fainter and fainter until it was a mere glimmer. Then it began to grow and brighten, and he knew that he was rising toward the surface—knew it with reluctance, for he was now very comfortable. "To be hanged and drowned," he thought, "that is not so bad; but I do not wish to be shot. No; I will not be shot; that is not fair."