Matthew 27:46 – 47
New King James Version (NKJV)
46 And about the ninth hour Jesus cried out with a loud voice, saying, “Eli, Eli, lama sabachthani?” that is, “My God, My God, why have You forsaken Me?”
47 Some of those who stood there, when they heard that, said, “This Man is calling for Elijah!”
From BibleGateway.com: http://www.biblegateway.com/passage/?search=matthew+27.46-47&version=NKJV