The last UK built steam locomotive was made in 1971 for export to Indonesia ( 11 years after the last one was made for UK home use) . It has recently been brought back from Java, and restored to as new condition; but even better news for steam fans is that yards away from this restored loco is the first of the NEW steam locomotives to be built again in the UK. You just can't stop steam :-)
More info here http://www.heritagerailway.co.uk/bonus/bonus9.htm

Re-visited in 2016; my what a change :-)