That the last time Luther preached in Wittenberg was 17 January, 1546? It was on Romans 12:3.
The title of the printed version of this sermon reads: “The Last Sermon of Doctor Martin Luther of Hallowed Memory which He Preached on the Second Sunday after the Epiphany, January 17, 1546.” It is the last sermon of which we possess a transcript (Rörer’s). The printed verion of 1549 was prepared by Stephan Tucher, pastor in Magdeburg, who heard the sermon himself but followed Rörer’s transcript with remarkable faithfulness. After this sermon Luther preached five others before his death, on January 26 in Halle and on January 30, February 2, 7, and 15 in Eisleben.*
Here’s the last paragraph of that sermon:
Therefore Paul has exhorted us to withstand the high evil lusts, not only the low and mean ones. I must hang the word of faith like a clog on the neck of the high lusts. Reason, wisdom, would you lead up a green mountain, there to worship contrary to the commandment of God? No, I will not do it, I will worship him in Jerusalem. I don’t care whether you can worship God in other places too: God has forbidden us to worship him under a green tree. I know very well that God is able to help us through the mother of the Son; but he does not will to help us except only through the Son, Jesus Christ the Lord, in whom we should put all our trust and hope. God could have said: If you say a Paternoster [the Lord’s Prayer] to this saint, you will be saved. But God doesn’t want you to do this; in fact, he has sternly forbidden it. This is the evil which St. Paul means in this passage—that we should be on our guard, not only against the gross lusts, but also against the high lusts, which break the unity of faith and bring about whoredom, which is idolatry.
*Martin Luther, Luther’s Works, Vol. 51: Sermons I (ed. Jaroslav Jan Pelikan, Hilton C. Oswald, and Helmut T. Lehmann; vol. 51; Philadelphia: Fortress Press, 1999), 371.