My Grand dad's last words...
My Grand dad's last words were "Are you still holding the ladder?"
This is an example of dark humor. The joke as it currently stands tells the start of the story, indicates that the grandfather died, and leaves you to guess how that occurred.
The implied full story is that the grandfather asked if the jokester was holding the ladder, and then fell to his death because the jokester was not in fact holding the ladder. Weather the jokester intentionally killed his grandfather is left up to the reader to decide, however it is obvious that at a bare minimum the jokester is guilty of negligent homicide.
I find this joke to be pretty funny - not telling the whole story makes the user puzzle out what actually happened, and that work makes it funnier.