This is an extremely useful question to ask when you want to know when something happened most recently.

When was the last time we saw each other?

When was the last time it snowed in May?

When was the last time we ran into this kind of problem?

In the example above, the speaker is using "When was the last time ___" to nag her husband. This phrase is very common for nagging and criticising people:

When was the last time you washed the dishes?

When was the last time you took a shower?

You can also include "that" in these questions. This is more correct for written English and sounds more formal.

When was the last time that you got a haircut?