There are a few different episodes that people consider the final episode of Little House on the Prairie TV show, made complicated as there was both a change of the series name as well as three additional two hour TV movies that aired after the series officially ended.
After this, the series changed its name to Little House: A New Beginning, as Michael Landon departed the show. The Ingalls moved away and the series focused on Laura and Almanzo instead.
After the show was cancelled, a tenth season aired, but in the form of three episodes that were two hours long each, in the format of a TV movie. While The Last Farewell was the last episode to be filmed (as it was the episode they blew up Walnut Grove), it was Bless All The Dear Children that aired last, as NBC decided to save it to air as a Christmas special in 1984.