He stabs himself repeatedly in the stomach. Now Cleopatra finds out about this, and then she has Mark Antony brought to him. He doesn't die immediately. Stabbing yourself in the stomach is a way of having a very slow and painful death. And he dies essentially in her arms. And then Cleopatra is taken then by the forces of Octavian. But then she too decides that she wants to commit suicide, or at least that's what most accounts say.