I'm sorry to have to have to contradict Kay's story. The Last Post has been a regular bugle call in the British Military for many, many years. The "Last Post" referred to is the last group of out-lying sentries who were returning to the Fort/redoubt/city walls before any movement outwith the prescribed boundaries could be considerd to be enemy activity. It is now used as a metaphor for the return of a Soldier to the arms of his God.