The War to End All Wars

Any war described in universe as being final, whether or not it actually is. May come under different names, but they are all clearly intended to end the current conflict and prevent future conflict in one fell swoop.

Anime & Manga

 * One of these is a major part of the backstory in Tengen Toppa Gurren Lagann; it ended with humankind forced to live underground in a misguided attempt to save it from the Anti-Spiral.
 * In Naruto, Nagato wanted to start one of these.
 * What Treize and Zechs brought about in Gundam Wing, and it worked...for a year.

Comic Books

 * As of now it really is final but really, what are the odds that the DC multiverse won't have a crisis after Final Crisis?
 * If Flashpoint is any indication, the Crisis events will function as they did before, but won't have Crisis in the title.

Literature

 * Frank Herbert's Dune series. Children of Dune mentions Kralizec: in the oldest Fremen beliefs it is the Typhoon Struggle, the war at the end of the universe.
 * Honor Harrington provides Another non final Final War, on Earth.
 * The war between Manticore and Haven was initially supposed to be this, too. Time and again, David Weber reminds us that the only possible outcomes are either the end of the Star Kingdom of Manticore, or the end of the People's Republic of Haven.
 * The Last Battle in Narnia
 * The Prophecy of the Stones seems to be leading up to a Final War but the ending reminds us that evil cannot be permanently defeated.
 * In Mark S Geston's novel Out of the Mouth of the Dragon armies are constantly battling to determine whether good or evil will ultimately triumph. To everybody's dismay, however, none of the battles are ever final or decisive, and the world ends with a protracted whimper.
 * The Nine Years War in Brave New World, which happened approximately 500 years before the novel sets.
 * The war between the the Draka and the Alliance for Democracy in S.M. Stirling's The Stone Dogs is called "The Final War", as afterwards there is no power left on Earth capable of challenging Drakan dominance. From the ashes of the Final War emerges the Final Society, as the Draka genetically engineer themselves and their serfs into two codependent post-human races. Afterwards, the Draka still find themselves in conflict with the descendants of defeated Americans who fled the Solar System to found a colony on Alpha Centauri.
 * In Keith Laumer's Bolo series, the Final War really is. Both interstellar empires are annihilated, each sterilizing all known worlds of the other. The few overlooked colonies have neither the desire nor the ability to keep fighting.

Mythology and Religion

 * Ragnarok was expected by the Norse to be the final battle between the gods and their opponents (the giants, Fenrir, etc.)
 * The End Time/End Times/End of Days of Christianity.

Video Games

 * Tom's Clancy EndWar seems to have this going for it.

Real Life

 * WWI was said to be this by some. Obviously, not quite.
 * From a Certain Point of View, WWII itself was a final war. Before then a new conflict between at least two of the major powers would pop off every few decades; since then, war between the Great Powers has been avoided. The reason for this is threefold:
 * The development of nuclear weapons, which serves as a deterrent to all direct, large-scale warfare between states that have them. The threat of annihilation, or at least severe loss, is enough to keep everyone from thinking about trying to fire the first shot. Thus far, only two direct armed conflicts have been fought between states with nuclear weapons, and both were understood from the beginning to be highly-limited border skirmishes. General war runs the risk that someone will abandon the usual no-first-use policy and kill everyone, and nobody wants that.
 * The development of international institutions, most notably the United Nations, the European Union, and NATO. All three were established in the wake of World War II as a response to its horrors. The latter two are key to maintaining peace in Europe from the economic and military angles, respectively. The UN provides a forum for states to hash out their differences by diplomacy—even when direct bilateral diplomacy is impossible, countries that don't get along can go through UN-supported backchannels to smooth over differences that could lead to war. This doesn't always work, but the UN's authority to declare a war legitimate or illegitimate also serves as something of a deterrent. This is particularly important because of...
 * The development of international norms that severely restrict when war is seen as legitimate; many of these norms were developed, articulated, and advocated by the UN. The idea that war is only legitimate in self-defense or as punishment for violating international law is a distinctly post-1945 state of affairs, but virtually all states buy into it, and those that don't have to pretend like they do. This psychological/social element has proven to be surprisingly effective.
 * Of course, there are still wars and conflict, but their scope has become highly limited, and Western Europe hasn't seen a major war since the fall of Berlin.