The New York Times does a really good piece on the last surviving American veteran of WWI. I'm not sure that I would ever want to be in his shoes. I can still find people who have been places that I have been, and done things that I did. I can talk to them in a way that I can't talk to someone who didn't do those things.
It must be lonely being the last, but I am sure that he will be answering roll call with his fellow soldiers soon. And that is not a bad thing.