The last song played by Keith Moon with The Who was "The Real Me." This performance took place on October 21, 1976, during a concert at the Wembley Empire Pool in London. It was part of a series of shows that marked the end of Moon's tenure with the band, as he passed away in 1978. The Who continued to perform and record music after his departure, but Moon's impact on the band and rock music in general remains significant. For more details, you can visit Ultimate Classic Rock.