Hitler took up residence in the Führerbunker on 16 January 1945 where he presided over a rapidly disintegrating Third Reich as the Allies advanced from both east and west. By late April Soviet forces had entered Berlin and were battling their way to the centre of the city where the Chancellery was located.
On 22 April Hitler had what some historians later described as a nervous breakdown during one of his military situation conferences, admitting defeat was imminent and Germany would lose the war. He expressed his intent to kill himself and later asked physician Werner Haase to recommend a reliable method of suicide. Haase suggested combining a dose of cyanide with a gunshot to the head.
Hitler had a supply of cyanide capsules which he had obtained through the SS. Meanwhile, on 28 April Hitler learned of Heinrich Himmler's attempt to independently negotiate a peace treaty. Hitler considered this treason and began to show signs of paranoia, expressing worries the cyanide capsules he had received through Himmler's SS were fake. He also learned of the execution of his ally Mussolini and vowed not to share a similar fate. To verify the capsules' potency he ordered Dr. Haase to try them on his dog Blondi and the animal died as a result.
After midnight on 29 April, Hitler married Eva Braun in a small civil ceremony in a map room within the bunker complex. Antony Beevor states that after hosting a modest wedding breakfast with his new wife Hitler took secretary Traudl Junge to another room and dictated his last will and testament. He signed these documents at 04:00 and then retired to bed (some sources say Hitler dictated the last will and testament immediately before the wedding, but all sources agree on the timing of the signing).
Hitler and Braun lived together as husband and wife in the bunker for less than 40 hours. Late in the morning of 30 April, with the Soviets less than 500 metres from the bunker, Hitler had a meeting with General Helmuth Weidling, commander of the Berlin Defence Area, who informed Hitler the Berlin garrison would probably run out of ammunition that night. Weidling asked Hitler for permission to break out, a request he had made unsuccessfully before. Hitler did not answer at first and Weidling went back to his headquarters in the Bendlerblock where at about 13:00 he got Hitler's permission to try a breakout that night. Hitler, two secretaries and his personal cook then had a light lunch consisting of spaghetti with light sauce, after which Hitler and Eva Braun said their personal farewells to members of the Führerbunker staff and fellow occupants, including the Goebbels family, Bormann, the secretaries and several military officers. At around 14:30 Adolf and Eva Hitler went into Hitler's personal study.
Some witnesses later reported hearing a loud gunshot at around 15:30. After waiting a few minutes, Hitler's valet Heinz Linge, with Bormann at his side, opened the door to the small study. Linge later stated he immediately noted a scent of burnt almonds, a common observation made in the presence of prussic acid, the gaseous form of cyanide. Hitler's personal bodyguard, Otto Günsche, entered the study to inspect the bodies. The Hitlers were both sitting on a small sofa, Eva on the left, Adolf to her right. Eva's body slumped away from Adolf's. Hitler appeared to have shot himself in the right temple (there was an exit wound towards the top, left side of his head) with a Walther PPK 7.65 mm pistol which lay at his feet. Blood dripping from Adolf's temple and chin had made a large stain on the right arm of the sofa and was pooling on the floor/carpet. Eva had no visible physical wounds and Linge assumed she had poisoned herself.
Günsche exited the study and announced that the Führer was dead. Immediately afterwards, several people in the bunker began smoking cigarettes. Several witnesses said the two bodies were carried up to ground level and through the bunker's emergency exit to a small, bombed-out garden behind the Chancellery where they were doused with petrol and set alight by Linge and members of Hitler's personal SS bodyguard. The SS guards and Linge later noted the fire did not completely destroy the corpses but Soviet shelling of the bunker compound made further cremation attempts impossible and the remains were later covered up in a shallow bomb crater after 18:00.
More info here: http://en.wikipedia.org/wiki/Death_of_Adolf_Hitler