What does it mean?
He pretends he's not scared of death, but of course you can't die without being there, so he is clearly very scared.
Who said it?
Woody Allen: American filmmaker and comedian (born 1935). Source: Without Feathers (1975).
Funny– Woody Allen, Without Feathers (1975)
“It's not that I'm afraid to die. I just don't want to be there when it happens.”