Out of the first two rats I had, one was really outgoing and friendly, and the other was more skittish and standoffish. She didn't like being held or having too many strangers around, though she'd tolerate it.
She ended up with a respiratory infection that got worse extremely rapidly over a couple of weeks. Despite vet visits and medication she didn't improve, so we were talking about maybe having her put down in the next few days.
Then one day when I walked into my room (where the cage was) she started freaking out. When she saw me she started trying to force her way through the bars of the cage towards me. She was a big rat, so she just managed to get her head through and then panic when she had trouble pulling it back. I opened up the cage and helped her free from the bars, and she basically leapt into my arms.
Attempting to put her back in the cage led to her freaking out more, so I ended up sitting there holding this rat-who-didn't-like-being-held as she shuddered and panted.
She died in my hands a few minutes later. I felt her heart stop.
This wasn't the only rat I ever had die in my arms, but it was the first and left a huge impression. I try not to anthropomorphise animals too much, but it was easy to see she was terrified and in pain. The fact that despite her usual skittishness, she apparently associated being held by me with safety in her last moments makes me feel I-don't-know-what...