"Nobody ever got it from Lazzaro who didn't have it coming"

The meaning of the title of the story, Slaughterhouse-Five, is finally explained in chapter 6. It is the address of Billy's prison during his time in Dresden. Also revealed in chapter 6 is the scene of Billy's death. He recalls that Paul Lazzaro had threatened to have him shot after the war was over. In the chapter, Lazzaro is ranting on who he was going to kill after the war, and he brings up the death of Roland Weary, a man who blamed his demise on Billy Pilgrim. Lazzaro flatly states "He [Weary] died on account of this silly ********** here. So I promised him I'd have this silly ********** shot after the war." Billy, on account of his separation from time, knows that this is true. So it goes.

Billy goes on to explain how the United States was split into 20 petty nations as to neuter it as a threat to world peace. So it goes. He is giving a speech on UFOs, free will, and the true nature of time when an assassin hired by Lazzaro shoots him in the head with a laser gun. So it goes.

All in all, Billy takes a very casual tone towards his death. After all, why should he take it seriously; he is effectively immortal, as he can view any part of his life when he wants and however many times he wants. This is the reason Vonnegut understates Pilgrim's death by adding in his favorite catchphrase, "so it goes", after his death.