Peter Jackson: "When Wormtongue rises up and comes up behind Saruman to stab him, of course it was my job as director to talk to Christopher Lee and to explain what I wanted. So I started to go into this long explanation about what sort of sound he should make when he got stabbed."
Christopher Lee: "I seem to recall that I did say to Peter, 'have you any idea what kind of noise happens when someone is stabbed in the back?' and I said 'because I do.' It's not a "AHHH!" it's a 'uhh!' because the breath is driven out of your body."
Peter Jackson: "He proceeded to sort of talk about some very clandestine part of World War 2. He seemed to have expert knowledge of exactly the sort of noise that they make, and so I sort of didn't push the subject and said 'well you obviously know what to do, Christopher, I'm sure you'll do it great' and he did."