Lily had Harry in her arms. As James was shouting at her to run, he thought it was the best thing he had ever seen. As he turned, he thought it was the best thing he ever would see.
Maybe Voldemort laughed as James died, maybe he didn't. Little could be heard over the sounds of pain he made. Maybe that was the last thing Lily would ever hear. One thing was certain, it was the last thing she ever wanted to hear.
As she listened to Voldemort stepping over the body that lay face up, staring with dead eyes to where they hid, she thought about the short time they'd had together. She remembered finding out she was pregnant with James by her side, crossing his fingers. She remembered talking about Harry growing up and maybe now that would never happen. She remembered calling James selfish in fifth year and oh god how could I and why would I and now she was thinking about his last act and how selfless it was and James damn you. She was crying now, and Harry was too. She wondered briefly what his life would be like, however short or long. Whether he would be loved. She leaned down and turned to face her son, tears glinting in their identical eyes. "Harry you are so loved, so loved..." She muttered reassurances to him, and he quietened down at her whispered words. She smiled, took a deep breath and simply enjoyed her last moments on earth, her last moments spent with her son, thinking of him and her husband, and all the people she had ever loved, and who had loved her in return. All the people that would miss her and all the people that she had come to miss.
The door to his room was flung open, as wide as the protective circle cast by her arms, and her fleeting attempts to evade him were cast aside. She'd lost James and she didn't want that life, had never wanted that life. So although she screamed in pain, it wasn't pain, not really, because there was no risk of living that life without him. There was no risk of living without him and Harry. It was okay because maybe Harry would be saved, even if it was never an option for her.
In James' last moments, all he wanted was to be with Lily. In Lily's last moments, all she wanted was to be with James.