- You may be looking for the TV story of the same name.
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)
Encountering the Metaltron, which he believed to be the last surviving Dalek, the Doctor revealed that, save the two of them, both the Daleks and the Time Lords were wiped out at the end of the Last Great Time War. In reference to the Doctor, the Dalek gloated that "the coward survived". Ultimately, the Dalek chose to self-destruct after being "contaminated" by Rose's human DNA. As such, the Doctor deemed that the war was over; as the "only one left", he had won. When Rose suggested that some Time Lords might have survived as the Dalek did, the Doctor claimed that he would know if they had, that it felt like there was no-one. (TV: Dalek)
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 Face of Boe, whilst acknowledging that the Doctor was the last of his kind, told him that he was not alone, much to his shock. The Doctor later admitted to Martha Jones that he was the last of the Time Lords and 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)
The Eleventh Doctor observed that Alaya, a Silurian, was using the Klempari defence when she claimed to be the last of her kind under interrogation. The Doctor explained that, being the last of his species, he knew how it "[sat] in a heart", warning her not to insult him. (TV: The Hungry Earth)
As part of a ploy to acquire control of the Doctor's TARDIS, the Claw Shansheeth claimed to Sarah Jane Smith claimed to have found the body of the Doctor, the last Time Lord. In reality, the Doctor was alive and well. (TV: Death of the Doctor)
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)