Sonny Rollins - Way Out West The title and closing track of his 1957 album on Contemporary Records. Ray Brown on bass and Shelly Manne on drums.
John Campbell - One Believer Blues guitarist, singer and songwriter from Shreveport/Louisiana. "One Believer" is the title and closing track of his his 1991 album, released on Elektra Records. John Campbell sadly died from heart failure in 1993 aged 41.
Holly Cole Trio - Don't Smoke in Bed The title and closing track of her 1993 album on Alert Records. "Don't Smoke in Bed" is an old Willard Robison tune.
Grobschnitt, Rockpommel's Land It's somewhere between 15 and 25 minutes, I forget exactly how long, but if you like progressive rock, you need to listen to this whole LP!
Barbara Dennerlein - Straight Ahead Jazz organist from Munich/Germany. "Straight Ahead" is the title and closing track of her 1988 album on Enja Records.
Charles Mingus - The Clown The title and closing track of his 1957 album on Atlantic Records. Great band including Shafi Hadi on alto and tenor saxophone, Jimmy Knepper on trombone, Wade Legge on piano, Charles Mingus on bass, and Dannie Richmond on drums. Jean Shepherd acting as the narrator on this track.
There is a whole subclass of songs whose title, rather than being the title of the album, is an announcement that this is the closing song, i.e. a song that describes itself. Examples: The Doors - The End Elton John - Curtains Elton John - The Last Song Tony Banks - The Final Curtain