He was a politician who was caught having accepted a bribe, basically, which seems bizarrely mundane today.He said something to the effect of “Don’t look, this will affect you” before he did it, too… petty self-aware for someone who’s about to kill themselves in front of a crowd.

Edit: The wikipedia article actually has it in there.

After he had finished speaking and handing out the notes to his staffers, Dwyer grabbed a manila envelope and drew a Model 19 .357 Magnum revolver from it, causing others to panic. Dwyer backed up against the wall, holding the weapon close to his body, and said, “Please, please leave the room if this will — if this will affect you.”

[…]

Several people in the room pleaded with Dwyer to surrender the gun or tried to approach him and seize the weapon. Dwyer warned against either action, saying as his last words: “This will hurt someone”. Dwyer then killed himself with a single shot through the roof of the mouth. His death was recorded by at least five running news cameras.