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grahamsleight points to an article about last lines:
One of the favourite games of literary people is that of best first lines. Everyone enjoys reciting them; the bizarre (Earthly Powers), the haunting (Rebecca), the august (Anna Karenina), the casual (Howards End) or the strangely anonymous (Jane Eyre). First lines are great fun. But they aren't really as important to a novel as the last lines. From a terrible first line, a novel may recover; the last line is what it leaves a reader with.
And, you know, it's not wrong. Obviously last lines only really have their full impact if you've read the rest of the story, and very often it's about the last paragraph not just the last line but still, it's not wrong. We should talk about last lines more. There was even a conversation about last lines on this very journal a couple of days ago. So let's have those, and some more:
Pacific Edge by Kim Stanley Robinson:

When he was done he put down his tools. Behind him Orange County pulsed green and amber, jumping with his heart, glossy, intense, vibrant, awake, alive. His world and the wind pouring through it. His hands came together and made their half swing. If only Hank hadn't caught that last one. If only Ramona, if only Tom, if only all the world, all in him at once, with the sharp stab of our unavoidable grief; and it seemed to him then that he was without a doubt the unhappiest person in the whole world.

And at that thought (thinking about it) he began to laugh.

The Periodic Table by Primo Levi:

It is that which at this instant, issuing out of a labyrinthine tangle of yeses and nos, makes my hand run along a certain path on the paper, mark it with these volutes that are signs: a double snap, up and down, between two levels of energy, guides this hand of mine to impress on the paper this dot, here, this one.

'The Girl Detective' by Kelly Link:

She came down and stood under the tree. She looked a lot like my mother. Get down out of the tree this instant! she said. Don't you know it's time for dinner?

'Hell is the Absence of God' by Ted Chiang:

And though it's been many years that he has been in Hell, beyond the awareness of God, he loves Him still. That is the measure of true devotion.

Voyage by Stephen Baxter:

By God, she thought, we're here. We came for all the wrong reasons, and by all the wrong methods, but we're here, and that's all that matters. And we've found soil, and sunlight, and air, and water.

She said: "I'm home."

A Thread of Grace by Mary Doria Russell:

One hollow, hateful little man. One last awful thought: all the harm he ever did was done for him by others.
Many, many more here. But what are your favourites? (And I don't just want 'The Nine Billion Names of God' and Lord of the Rings; be creative!)
Possibly far, far too obvious, but it's the only one that springs to mind right now. I just don't tend to remember last lines. It seems to me that the importance of last lines is that they end a story on the right tone, not that they necessarily be memorable in themselves. But I digress, the line I remember:

"It is a far, far better thing that I do, than I have ever done; it is a far, far better rest that I go to than I have ever known."
I still remember the last lines of Blood Music:
Nothing is lost, nothing is forgotten.
It was in the blood, the flesh.
And now it is forever.
Powerful stuff.
I could always claim my favourite was the last sentence of Excession... not that I have time to type it out, mind you...

The last line of Washington Square's pretty good.

Catherine, meanwhile, in the parlour, picking up her morsel of fancy-work, had seated herself with it again - for life, as it were.

-Henry James, 1880

And if we're allowed lines rather than a single sentence:

You can feel in the surve of the cranium she's female, that shows from the first day. Through all this she has pushed to be here, in his lap, his hands, a real presence hardly weighing anything but alive. Fortune's hostage, heart's desire, a granddaughter. Another nail in the coffin. His.

-John Updike, Rabbit is Rich, 1981

And since we've passed two, I've always loved this:

Well known, alas, is the case of the poor German who was very fond of three and who made each aspect of his life a thing of triads. He went home one evening and drank three cups of tea with three lumps of sugar in each, cut his jugular with a razor three times and scrawled with a dying hand on a picture of his wife good-bye, good-bye, good-bye.

-Flann O'Brien, At Swim-Two-Birds, 1939
There's something about repetition, isn't they? Ulysses as well, obviously, but also the other KSR that competes with Pacific Edge for best ending:
She lifted her eyes to the hills west of the sea, black under the sun. The bones of things stuck out everywhere. Waves broke in swift lines on the beach, and she walked over the sand toward her friends, in the wind, on Mars, on Mars, on Mars, on Mars, on Mars.

-- Blue Mars by Kim Stanley Robinson
Dirk Gently's Holistic Detective Agency:

"Miss Pearce!" he called out, "Kindly send out a revised bill would you to our dear Mrs Sauskind. The new bill reads 'To saving human race from total extinction - no charge.'"
He put on his hat and left for the day.

Use of Weapons

'Now, Mr Escoerea,' Sma said, shivering, 'How would you like a proper job?'

And Good Omens, except I can't remember it exactly and I don't have a copy here.
If you want to imagine the future, imagine a boy, a dog, and his friends. And a summer that never ends. And if you want to imagine the future, imagine a boot… no, imagine a sneaker, laces trailing, kicking a pebble. Imagine a stick, to poke at interesting things and throw for a dog that may or may not decide to retrieve it; imagine a tuneless whistle, pounding some luckless popular song into insensibility. Imagine a boy, half angel, half devil, all human...
Slouching hopefully toward Tadfield...

Nice. Yes, always loved that one.
Untitled by Anonymous :: Expand
Before reaching the final line, however, he had already understood that he would never leave that room, for it was foreseen that the city of mirrors (or mirages) would be wiped out by the wind and exiled from the memory of men at the precise moment when Aureliano Babilonia would finish deciphering the parchments, and that everything written on them was unrepeatable since time immemorial and forever more, because races condemned to one hundred years of solitude did not have a second opportunity on earth.

- One Hundred Years of Solitude - Gabriel García Márquez

I took another big hit off the amyl, and by the time I got to the bar my heart was full of joy. I felt like a monster reincarnation of Horatio Alger... a Man on the Move, and just sick enough to be totally confident.

- Fear and Loathing in Las Vegas - Hunter S Thompson
"The world is older than it was. Even the weather isn't as we remember it clearly once being, never lately does there come a summer day such as we remember, never clouds as white as that, never grass as odorous or shade as deep and full of promise as we remember they can be, as once upon a time they were."
"So we beat on, boats against the current, borne back ceaselessly into the past."
"I congratulate you. Happy goldfish bowl to you, to me, to everyone, and may each of you fry in Hell forever. Arrest rescinded." (The "goldfish bowl" bit always reminds me of LiveJournal, actually.)

"I'm afraid I've ruined this table-top."
I'm not sure I like this trend of people not telling me where the quotes are from. It's making the comments feel like a quiz I'm too dumb to answer. :)

Don DeLillo, Underworld
Is that book worth the read, BTW? I've got a copy on my shelf (although I'm unsure as to how it got there), and I'm wondering.
I would always pick
"Will you tell us about the other worlds out among the stars - the other kinds of men, the other lives?"
on the grounds that any given line from The Left Hand of Darkness is probably superior to any given line from any other book (I do not acknowledge any flaws in that book, and insofar as Le Guin now says she'd have written it differently, she's wrong).

He claims that the greatest last line is that of Don Quixote, because it means you've finished the bastard, and I had a similar feeling on getting to the end of Paradise Lost, with the added benefit that
They, hand in hand, with wandering steps and slow,
Through Eden took their solitary way.

is one of the rare good lines.
Since you seemed less than impressed with my previous effort:

"John Thomas says good night to Lady Jane, a little droopingly, but with a hopeful heart".

See above about a quiz that makes me feel dumb. :p
Well, Lanark, Duh.

But aren't the endings of Short Stories even more important, and key?

Overhead, without any fuss, the stars were going out. (or however it goes)
What did I say about 'The Nine Billion Names of God'? :p

You could at least have gone with the last line of Engine City instead ...
"But the effect of her being on those around her was incalculably diffusive: for the growing good of the world is partly dependent upon unhistoric acts; and that things are not so ill with you and me as they might have been, is half owing to the number who lived faithfully a hidden life, and rest in unvisited tombs."

George Eliot, Middlemarch
Not Mr Barnes? Shurely some mistake!
On the subject of Kim Stanley Robinson I know that he takes a particular care with last lines/scenes. He told me a few years ago that at one time he had a foible of using antonyms for first and last words, or near examples. Thus Pacific Edge begins 'Despair' and ends 'laugh.'

The Mars books take this idea and use it differently, they begin with the literal carnival and end with the Bakhtinian 'carnival of voices'.
Wow, what an interesting thing to find out, I'll look out for that in his stories now. Thanks.

That Pacific Edge closing scene is one I often think of, and I think it's one of the best SF endings ever written. It's good because it holds two ambiguous or contradictory emotions in perfect balance, without undermining either one. And they are emotions which have built up in parallel through the whole story, so it isn't just a tag-on.
He turnned out the light and went into Jem's room. He would be there all night, and he would be there when Jem waked up in the morning.

And now I've made myself cry.
Um. My anonymity was not due to shame at quoting To Kill A Mockingbird but my computer logging me out of LJ overnight and me not noticing.

I wondered why everything was quiet on my friendslist when I read through this morning.