[Sheridan is asleep. In his dream, he sees his father, whom we later realize is actually Kosh. While he dreams, three Shadows enter Kosh's chambers, with Morden's help, and attack the Vorlon.]
Kosh: John... Johnny...
Sheridan: Dad?
Kosh: I don't have much time, son. [Flash to Kosh's quarters, where we see vague images of a battle.] I want you to know you were right. I didn't want to admit that. Just pride I guess. You get my age, you get kinda set in your ways. It had to be done. Don't blame yourself for what happened later. [Flash to battle; in Sheridan's dream, Kosh shows pain.]
Sheridan: Dad, are you -- you all right?
Kosh: It's too late for me. I'm sorry for what I did before. I knew what was ahead. I guess -- I guess I was afraid. When you've lived as long as I have, you -- you get kinda used to it. Ah! [He shows more pain.] I wish I could have done more for you. There's so much I should have said, and now it's too late.
[Sheridan doesn't actually say anything, but is clearly showing disbelief.]
Kosh: You're right. It's time you begin fighting this war your way. [Flash to battle; Kosh shows more pain.] I've got to go now, John.
Sheridan: No, no, don't -- don't leave.
Kosh: It's -- it's all right, son. See, as long as you're here, I'll always be here.
[Final flash to battle and Kosh's death. Sheridan wakes and sits up in bed.]
Sheridan: Kosh! Kosh!

My favorite show ever.

And, I might add, it's how I met my fiancé.