In Judaism, the term makes reference to the Messianic Age, and includes an in-gathering of the exiled Jewish diaspora, the coming of the Messiah, the resurrection of the righteous and the World to come.
In Christianity ther term refers to a period of tribulation that precedes the second coming of Christ, who will face the Antichrist along with his power structure and usher in the Kingdom of God.
In Islam, the last days are preceded by the appearance of the Mahdi mounted on a white stallion.
In Hinduism, the last days occur when Kalki, the final incarnation of Vishnu, descends atop a white horse and brings an end to the current Kali Yuga.
In Buddhism, the Buddha predicted that his teachings would be forgotten after 5,000 years, followed by turmoil. A bodhisattva named Maitreya will appear and rediscover the teaching of dharma. The ultimate destruction of the World will then come through seven suns.