If you by "knights" mean armoured cavalry consisting solely of noblemen, then the charge of the Polish crown army consisting of mostly Polish winged hussars, although they had stopped wearing the wings at that time, in the Battle of Kliszow 1702. The Polish cavalry threw the Swedish cavalry into disorder and then charged the Swedish infantry twice, but was repulsed both times. The Swedish cavalry then attacked and drove the Poles from the field.

The latest charge by armoured cavalry that I know of occurred during the Battle of Mars-La-Tour in the Franco-Prussian war of 1870. These were a mixed force of Curassiers (armoured cavalry), Dragoons (mounted rifle men) and Uhlans (light cavalry), who participated in what is today known as Von Bredows death ride. The Curassiers in question wore a half breastplate, which was the common armour for units of that type during that period. Armour weights had been declining in European armies since the 30 years war when The House of Orange and the Duchy of Savoy fielded very heavily armoured "Totenkopf" contingents in large numbers.

There really wasn't a "last charge by knights in armor." Armor simply became (and was perceived as) less effective, and over time, people just left more and more parts of it behind in camp or at home when they went out to fight. Classical, full-body, articulated plate armor was pretty much out of fashion in western Europe by the second quarter of the 1500s, but people kept wearing various bits and pieces of it right up to and during the beginning of the first world war.