Sahih Bukhari
Virtues and Merits of the Prophet (pbuh) and his Companions
Volume: 004 / Book Number: 056 / Hadith Number: 660
Narrated 'Aisha and Ibn 'Abbas:
On his death-bed Allah's Apostle put a sheet over his-face and when he felt hot, he would remove it from his face. When in that state (of putting and removing the sheet) he said, "May Allah's Curse be on the Jews and the Christians for they build places of worship at the graves of their prophets." (By that) he intended to warn (the Muslim) from what they (i.e. Jews and Christians) had done.