Sahih Bukhari | Volume 1 | Hadith Number 427

Narrated by 'Aisha and 'Abdullah bin 'Abbas
When the last moment of the life of Allah's Apostle came he started putting his 'Khamisa'

on his face and when he felt hot and short of breath he took it off his face and said, "May Allah curse the Jews and Christians for they built the places of worship at the graves of their Prophets." The Prophet was warning (Muslims) of what those had done.