I don't mean to the US; I mean to anywhere. Probably Brazil, since they were the last country to abolish slavery, and to bar the trade. But I'm having trouble finding real confirmation of anything. My main resources at hand are, unfortunately, Wikipedia pages.
The last slave ship to bring Africans to the US was either the Wanderer, in 1858, or the Clotilde, in 1859 or 1860, though documentary evidence for the latter is apparently scanty. Both of these ships, and presumably many others besides, were illegal, America having banned the importation in 1807.
Brazil presumably had a similar problem with illegal slave ships, after they banned the trade in 1831 and imposed more serious controls in 1850. I would like to know when the last one was.
One source, Ricardo Cachorro's Unknown Capoeira: A History of the Brazilian Martial Art, Volume Two says that "The schooner, Mary E. Smith, also known as 'the last slave ship to Brazil,' left Boston in 1855 destined for the coast of Espíritu Santo, where it arrived in January 1856, carrying 400 blacks who had been captured and bought in Africa. However, both the cargo and the crew were captured by the Brazilian authorities." Note that this is earlier than the last US ship.
However, the Wikipedia article for the country of Benin, which at the time was known as Dahomey, says that "this decline [in exported slaves] continued until 1885, when the last slave ship departed from the coast of the present-day Benin Republic bound for Brazil, a former Portuguese colony that had yet to abolish slavery."
This assertion of an 1885 ship appears uncited in many places on the web, but it is apparent that this is just the same story being repeated. What I want to know is, is there any documentary evidence or citation for this date, or other post-1860 slave ships?
The last slave ship was almost certainly a departure from East Africa, but the records aren't extant. The slave market in Zanzibar operated virtually until British protectorate in 1890; the slaves' destinations, from Zanzibar's secondary empire under Tippu Tip, was a series of spice plantations in the Indian Ocean and other destinations in the lands of Islam. This continued even after British unilateral enforcement (look up HMS Daphne if you want to see chilling photographs of a shipload of child slaves saved by those patrols) extended into the Indian Ocean, but mostly ceased with effective occupation of the coast. E. A. Alpers's venerable Ivory and Slaves is still the single best work on the whole curve of that market (individual works update it but it still stands up quite well), but it is important to consider that the last gasps of the export slave trades from Africa were not necessarily on, or headed to, the Atlantic side.
Might find what you're looking for at http://slavevoyages.org/tast/index.faces. I bet you'll find this animation on slate.com interesting. http://www.slate.com/articles/life/the_history_of_american_slavery/2015/06/animated_interactive_of_the_history_of_the_atlantic_slave_trade.html