die with one's boots on
Also, die in harness. Expire while working, keep working to the end, as in He'll never retire—he'll die with his boots on, or She knows she'll never get promoted, but she wants to die in harness. Both phrases probably allude to soldiers who died on active duty. Until the early 1600s the noun boot denoted a piece of armor for the legs, which may have given rise to this usage; and Shakespeare used harness in the sense of armor when he wrote: “At least we'll die with harness on our back” (Macbeth 5:5).