LINQ To Entities does not recognize the method Last. Really?

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That limitation comes down to the fact that eventually it has to translate that query to SQL and SQL has a SELECT TOP (in T-SQL) but not a SELECT BOTTOM (no such thing).

There is an easy way around it though, just order descending and then do a First(), which is what you did.

EDIT:
Other providers will possibly have different implementations of SELECT TOP 1, on Oracle it would probably be something more like WHERE ROWNUM = 1

EDIT:

Another less efficient alternative – I DO NOT recommend this! – is to call .ToList() on your data before .Last(), which will immediately execute the LINQ To Entities Expression that has been built up to that point, and then your .Last() will work, because at that point the .Last() is effectively executed in the context of a LINQ to Objects Expression instead. (And as you pointed out, it could bring back thousands of records and waste loads of CPU materialising objects that will never get used)

Again, I would not recommend doing this second, but it does help illustrate the difference between where and when the LINQ expression is executed.

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