There really isn't much biographical information available about Shakespeare's life story. All we know, really, are the very barest of bare details.
Shakespeare was buried on April 25th, 1616 in Holy Trinity Church, Stratford, the church where he had been baptised as a child. We have only this record from the parish register: and Shakespeare probably died some two days earlier - perhaps even on his birthday, April 23rd. Was he ill? We don't know. Some scholar have - rather tenuously - suggested that his signature on his will suggests that he was ill when he died.
His tomb is very famously covered with a curse:
Good friend for Jesus sake forbear
To dig the dust enclosed here!
Blest be the man that spares these stones,
And curst be he that moves my bones.
As for the last play Shakespeare presented, "The Tempest" is often seen as his farewell to the theatre. In actual fact though, the last plays that Shakespeare worked on were probably one of his two collaborations with John Fletcher, "Henry VIII" or "The Two Noble Kinsmen". But again, we don't have exact dates for the plays - so we don't exactly know!
Hope this helps!