At the end when Maximus has died and the princess, for lack of a proper title, closes his eyes with her hand you can very obviously see his eyes flutter. Almost looks as if he was surprised by her actions. Great movie though.
Of course, he's not really dead. But if he was, an explanation would be the nerves, which are still active after death. One famous philosopher was able to blink 17 times after his head was chopped off. His brain was kinda still working, and focused on blinking, even though he was dead.
I think there was a Queen who was beheaded and while the beheading was going on she was praying. After they chopped her head off, her mouth was still moving meaning she was still praying for about 10 more seconds. I think(i don't really remember so i'm guessing here) that it was Mary Queen of Scots(NOT BLOODY MARY! Bloody Mary is french). I was told this a long time ago so don't blame me if i got it wrong.