You have to look hard, but according to ET...
Mr Jay Yates, an American, wrote the following note, which was later delivered to a New York Newspaper:
"If I am saved, inform my sister F. J. Adams of Findley Ohio, Lost. J. H. ROGERS."
In fact Yates was never on board the Titanic and the note was a hoax. Yates wrote the note in New York and then had a woman accomplice pose as a survivor and deliver the note to the newspaper. Yates did this in order to make the police think he was dead. They didn't fall for the ruse, though, and Yates was captured a couple of months after the sinking. (He was wanted on federal charges connected with postal thefts.)