Long Time Ago

Again, he was dying and this little fairy or angel or something (definitely female, as she was naked, but covered with a soft down); she had wings, etc. Anyway, she was there to help him remember. I cannot remember whether he had some sort of choice in the way he died; ie whether he could go fast or could linger (no pain), but he would remember his entire life, working backwards. It was a totally cool story; I think I read it in the early 80s or late 70s. Does ANYONE recognize this story? For sure, sci fi/fantasy; possibly by a famous writer such as Asimov (but NOT him). Thanks. And by the way…any story like this, tell me; I’m always looking for a great book/author!!