“Shrouds have no pockets”

“Shrouds have no pockets” means that earthly possessions can’t be taken along when people die. The saying was popularly expressed in this frequently reprinted October 1858 newspaper citation:
 
“A sermon in four words on the vanity of earthly possessions: ‘Shrouds have no pockets.’”
 
Our last robe, that is our winding sheet, is made without pockets” was cited in 1854; “There is an Italian proverb — a grim one — which says, ‘Winding sheets have no pockets’” was cited in 1878. The Italian source is unknown.
 
A similar saying is “You can’t take it with you.”
   
 
The Free Dictionary
Shrouds have no pockets.
Prov. You cannot take any material goods with you when you die.
 
15 October 1858, Daily Plain Dealer (Cleveland, OH), pg. 4, col. 1:
A sermon in four words on the vanity of earthly possessions: “Shrouds have no pockets.”
 
Chronicling America
31 December 1858, The Athens Post (Athens, TN), pg. 1, col. 6:
A sermon in four words on the vanity of earthly possessions: “Shrouds have no pockets.”
   
Google Books
  History of St. Rollox School, Glasgow:
Together with memorabilia of same

By Hugh Aitken Dow
Edinburgh: Murray and Gibb
1876
Pg. 144:
There is an Italian proverb — a grim one — which says, ‘Winding sheets have no pockets.’
 
Google Books
The Present Trial of Faith, Sermons
By David James Vaughan
London: Macmillan and Co.
1878
Pg. 78:
He only remind us, that, according to the homely proverb, ‘the winding-sheet has no pockets?’
 
Google Books
A Dictionary of Proverbs
Edited by John Simpson and Jennifer Speake
New York, NY: Oxford University Press
2008
Pg. ?:
SHROUDS have no pockets
1854 R. C. TRENCH On Lessons in Proverbs (ed. 2) v. With an image Dantesque in its vigour, that ‘a man shall carry nothing away with him when he dieth’, take this Italian, Our last robe, that is our winding sheet, is made without pockets.