Steve in Hong Kong seemed to be suggesting that it was normal, even rational, to believe in the supernatural while facing death.
Like Jen, I can speak from personal experience against that notion. I've nearly drowned, and spent all my energy trying to get out of the surf - no time or even remote inclination to "pray," and I was a theistic agnostic at the time.
I was still theistically inclined when my car went over a cliff (turned out to be a ditch, but, at the time, I was sure it was a 100' drop into the ocean off the 101). I distinctly remember thinking, "this is it," and feeling no sense of the supernatural at all. Just a strange sort of calm.
Same thing when I saw a cab bearing down on me at Lexington & 66th: just a sort of resignation with a tinge of panic.
And I'm sure I'm not the only one. I think it's like the "no atheists in foxholes" canard - something theists tell themselves because it makes them feel better (every knee shall bend and so on).