Last of the Time Lords

You may be looking for the TV story of the same name.

The Ninth Doctor identifies himself as the last of the Time Lords to Rose Tyler. (TV: The End of the World)

In several of their incarnations, the Doctor considered themselves to be "the Last of the Time Lords".

After taking Rose Tyler to see the destruction of Earth, the Ninth Doctor confided to her that he was the last of the Time Lords and that his planet had burnt, as hers did, in a war. (TV: The End of the World)

By reading Adam Mitchell's mind via his infospike, the Jagrafess and the Editor learnt that the the Doctor was the last of the Time Lords. (TV: The Long Game)

Saying goodbye to Rose in Pete's World, the Tenth Doctor assured her that he would be back to his "same old life" as last of the Time Lords. (TV: Doomsday)

The Doctor was shocked when the Face of Boe told him that he was not alone. He later admitted to Martha Jones that he was the last of the Time Lords, that his people were all lost in the Last Great Time War against the Daleks. (TV: Gridlock)

The Family of Blood knew the Doctor to be the last of the Time Lords, who they understood to be a "wise and ancient race". (TV: Human Nature)

General Staal of the Tenth Sontaran Battle Fleet knew the Doctor to be the last of the Time Lords, and savoured the prospect of him dying in the Sontaran invasion of Earth. (TV: The Sontaran Stratagem)

On the surface of Mars in 2059, the Doctor was preparing to leave the crew of Bowie Base One to their historically established fate when he remembered that he was the last of the Time Lords. With this knowledge, he returned to the base to change history, coming to believe that the Laws of Time were his alone and deeming himself Time Lord Victorious until he was challenged by Adelaide Brooke. (TV: The Waters of Mars)

After discovering that the War Master had survived the Time War, the Doctor rejoiced in the knowledge that he "might not be the last one", despite the threat the other Time Lord presented; (TV: Utopia) even after the Eleventh Doctor teamed up with several of his past and future regenerations to preserve Gallifrey in a pocket universe, (TV: The Day of the Doctor) with the Time Lords managing to return to the universe, albeit hiding in fear at the end of the time continuum with nothing anywhere near their old power, (TV: Hell Bent) the Twelfth Doctor continued to hold himself and Missy to be the "Last of the Time Lords", introducing Missy to Bill Potts as "the other Last of the Time Lords". (TV: The Pilot)

Clara Oswald applied the title "Last of the Time Lords" to the Doctor as equivalent to Robin Hood, the "Prince of Thieves". (TV: Robot of Sherwood)