Quoted from http://www.historyplace.com/worldwar2/biographies/heydrich.htm
On May 27, 1942, as his [Heydrich] car slowed to round a sharp turn in the roadway it came under attack from Free Czech agents who had been trained in England and brought to Czechoslovakia to assassinate him. They shot at Heydrich then threw a bomb which exploded, wounding him. He managed to get out of the car, draw his pistol and shoot back at the assassins before collapsing in the street.
Himmler rushed his own private doctors to Prague to help Heydrich, who held on for several days, but died on June 4 from blood poisoning brought on by fragments of auto upholstery, steel, and his own uniform that had lodged in his spleen.