This page contains numerous references, including those from the previous mentioned BritishBattles.com, as well as the National Maritime Museum and the Royal Collection currently in the possession of Queen Elizabeth II.
One of those present during Lord Nelson’s final hours was Doctor William Beatty, the physician aboard the Victory and the attending doctor. A short time after the battle, Beatty recorded the events. The quotes can be found at http://www.eyewitnesstohistory.com/lordnelson.htm.
“Lord Nelson and Captain Hardy walked the quarter-deck in conversation for some time after this, while the enemy kept up an incessant raking fire. A double-headed shot struck one of the parties of Marines drawn up on the poop, and killed eight of them; when his lordship, perceiving this, ordered Captain Adair, to disperse his men round the ship, that they might not suffer so much from being together. In a few minutes afterwards a shot struck the fore-brace-bits on the quarter-deck, and passed between Lord Nelson and Captain Hardy; a splinter from the bits bruising Captain Hardy’s foot, and tearing the buckle from his shoe. They both instantly stopped; and were observed by the Officers on deck to survey each other with inquiring looks, each supposing the other to be wounded. His lordship then smiled, and said: ‘This is too warm work, Hardy, to last long;’ and declared that ‘through all the battles he had been in, he had never witnessed more cool courage than was displayed by the Victory’s crew on this occasion.’
. . . About fifteen minutes past one o’clock, which was in the heat of the engagement, he was walking the middle of the quarter-deck with Captain Hardy, and in the act of turning near the hatchway with his face towards the stern of the Victory, when the fatal ball was fired from the enemy’s mizzen-top.
The ball struck the epaulette on his left shoulder, and penetrated his chest. He fell with his face on the deck. Captain Hardy, who was on his right (the side furthest from the enemy) and advanced some steps before his lordship, on turning round, saw the Sergeant Major of Marines with two seamen raising him from the deck; where he had fallen on the same spot on which, a little before, his secretary had breathed his last, with whose blood his lordship’s clothes were much soiled. Captain Hardy expressed a hope that he was not severely wounded; to which the gallant Chief replied: ‘They have done for me at last, Hardy.’ – ‘I hope not,’ answered Captain Hardy. ‘Yes,’ replied his lordship; ‘my backbone is shot through.’
Captain Hardy ordered the seamen to carry the Admiral to the cockpit. . .
Doctor Beatty continued:
An hour and ten minutes however elapsed, from the time of his lordship’s being wounded, before Captain Hardy’s first subsequent interview with him. . . They shook hands affectionately, and Lord Nelson said: ‘Well, Hardy, how goes the battle? How goes the day with us?’- ‘Very well, my Lord,’ replied Captain Hardy. . . ‘I am a dead man, Hardy. I am going fast: it will be all over with me soon. Come nearer to me. Pray let my dear Lady Hamilton have my hair, and all other things belonging to me.’ . . .Captain Hardy observed, that ‘he hoped Mr. Beatty could yet hold out some prospect of life.’ – ‘Oh! no,’ answered his lordship; ‘it is impossible. My back is shot through. Beatty will tell you so.’ Captain Hardy then returned on deck, and at parting shook hands again with his revered friend and commander.
His Lordship became speechless in about fifteen minutes after Captain Hardy left him. . . and when he had remained speechless about five minutes, his Lordship’s steward went to the surgeon, who had been a short time occupied with the wounded in another part of the cockpit, and stated his apprehensions that his Lordship was dying. The surgeon immediately repaired to him, and found him on the verge of dissolution. He knelt down by his side, and took up his hand; which was cold, and the pulse gone from the wrist. On the surgeon’s feeling his forehead, which was likewise cold, his Lordship opened his eyes, looked up, and shut them again. The surgeon again left him, and returned to the wounded who required his assistance; but was not absent five minutes before the Steward announced to him that ‘he believed his Lordship had expired.’ The surgeon returned, and found that the report was but too well founded: his Lordship had breathed his last, at thirty minutes past four o’clock; at which period Doctor Scott was in the act of rubbing his Lordship’s breast, and Mr. Burke supporting the bed under his shoulders.
A single lead shot or musket ball, mounted, with some remnants of gold lace from Admiral Nelson’s uniform, beneath glass in a hinged silver locket with a gilt-metal ropework border and suspension loop. The glass of the locket acts as a diminisher so that the shot appears smaller than actual size. The shot is about 15 mm in diameter and weighs about 22 grammes (412 grains), the weight of a contemporary French musket ball. This shot or bullet is the one which killed Admiral Lord Nelson at the Battle of Trafalgar in 1805. Nelson was shot through the shoulder by a French marine from the mizzen-top of the Redoubtable. The shot was extracted from the wound by William Beatty, surgeon on board HMS Victory at the time, but it had caused fatal damage to the Admiral’s lungs and spine. The shot was still fused to lace from the epaulette of Nelson’s jacket. It was mounted for Beatty into a locket which he is said to have worn for the rest of his life. On Beatty’s death it was presented to Queen Victoria.