I wrote this pebble application to find the last tube at nearby stations in London.
It finds your location and then finds the last tubes on all lines at the three nearest stations. Let me know how you get on with it.
Disclaimers: I wrote this for fun, it is not endorsed by TFL although it uses their data feeds. Don't trust this, the times may be wrong, especially on Bank Holidays or if engineering works are taking place. Also I can't gurantee the uptime of the API that this app relies on. If it proves popular I might move it to more reliable hosting. If you're interested check out the source code here and host your own copy if you like.
Thanks to Elzor for the icon.