Last prophet
The last prophet, or final prophet, is a term used in religious contexts to refer to the last person through whom God speaks, after which there is to be no other. The appellation also refers to that prophet which will induce mankind to turn back to God.

Islam

The phrase Khatamu ’n-Nabiyyīn ("Seal of the Prophets") is a title used in the Quran to designate the prophet Muhammad. It is generally regarded to mean that Muhammad is the last of the prophets sent by God.

Ahmadiyya movement
The Ahmadiyya movement was founded in India in 1889 by Mirza Ghulam Ahmad, who claimed to be the promised Messiah ("Second Coming of Christ"), the Mahdi awaited by the Muslims and a "subordinate" prophet to Muhammad whose job was to restore the original Sharia given to Muhammad by guiding or rallying disenchanted Ummah back to Islam and thwart attacks on Islam by its opponents. The followers are divided into two groups, the Ahmadiyya Muslim Community and the Lahore Ahmadiyya Movement for the Propagation of Islam, the former believing that Ghulam Ahmad was a non-law bearing prophet and the latter believing that he was only a religious reformer though a prophet in an allegorical sense. Ahmadis consider themselves Muslims and claim to practice the pristine form of Islam as re-established with the teachings of Ghulam Ahmad.

In many Islamic countries the Ahmadis have been defined as heretics and non-Muslim and subjected to persecution and often systematic oppression.

Christianity
Most Christian churches deny that was or will be a definite last prophet, although the cessationist perspective is held by much of Protestantism. Others, denominated "continuationists", hold that prophecy continues, and a debate continues.

The Eastern Orthodox Church holds that Malachi was the "Seal of Prophets" - meaning that he was the last Prophet before the coming of Jesus Christ

Others
Other religious traditions have used this or similar terms. 
Mani, founder of the Persian faith Manichaeism, also claimed to be the Seal of the Prophets and the last prophet.

Judaism considers Malachi to be the last of the Biblical prophets, but believes that the Messiah will be a prophet and that there will possibly be other prophets alongside him. 

In Mandaeanism, John the Baptist is considered the last prophet.

The Iglesia ni Cristo, an independent, nontrinitarian Christian religion based in the Philippines, professes that founder Felix Manalo was the last messenger sent by God to reestablish the original church founded by Jesus, with all other denominations - especially the Catholic Church - deemed apostate.