In contract bridge, Last Train refers to a bid just below game level in the agreed suit. A Last Train bid is typically made in a bidding sequence in which one of the partners has already indicated slam interest.
A survey in the magazine The Bridge World showed a strong consensus approving the Last Train convention, with the following definition:
“Any time there is only one call that indicates slam interest or further slam interest without raising the partnership’s level of commitment, it is a Last Train slam-try, unrelated to the strain named (unless followed by an uninvited further action).”
Because Last Train is a bidding convention with a special meaning under a partnership agreement, subject to National Regulatory Authority rules it must be alerted. In the absence of any partnership agreement, most players would interpret the Last Train bid as a control bid, showing a high card value in the suit named.
1♥ - 3♥
4♣ - 4♦
The 4♣ bid shows a club control and slam interest. If the partnership has agreed to use Last Train, the 4♦ bid indicates extra values (i.e., responder's hand is at the upper end of the strength range indicated by the 3♥ bid), and invites partner to continue exploring slam. 4♦ does not show a diamond control, although of course responder might have one.
1♠ - 4♦
The 4♥ bid asks responder to consider bidding slam with values beyond those already shown (4♦ is a splinter bid showing at least four spades and a singleton diamond).