What is the setting of the last scene of Julius Caesar?
Scene V of Act V takes place where all of the scenes of Act V have -- the plains of Philippi. Specifically, Brutus calls the remaining conspirators around him (Dardanius, Clitus, Strato, and Volumnius) to rest on a rock. The battle has raged, and now Brutus knows that he is near his end. He begs Volumnius to hold his sword-hilt for him so that he may run upon it. Volumnius will not, and he and the others (all but Strato) leave fleeing Octavius and Mark Antony's army. Brutus says he will follow, but he does not. Strato agrees to hold Brutus' sword for him, and Brutus kills himself. The scene ends with the victorious Antony, Octavius, Massala, Lucilius and their army coming upon Strato and the dead Brutus. Antony calls Brutus "the noblest Roman of them all" (1132).
Source: Shakespeare, William. The Riverside Shakespeare. Boston: Houghton Miflin, 1974.