Last Exit is the name of two different musical groups:

Last Exit was a music group composed of Ronnie Pearson (drummer of the Phoenix Jazzmen, who is rumored having been asked by The Beatles to part them before eventually Ringo Starr became their drummer), John Hedley, a well-known guitar player around Newcastle, England, Gerry Richardson, teacher and long time companion of the fourth member of the group, Sting. The Beatles were a British rock/pop group from Liverpool, England. ... Sting can mean: In biology a sting is the part of a number of animals, such as wasps, bees and scorpions, that delivers a poison when used to pierce the skin of another animal. ...

The band formed in 1974 and was a major act around Newcastle for some years; even in the time when Sting had first success with The Police Last Exit reunited for a last gig there. Richardson invented the name inspired by the book Last Exit to Brooklyn by Hubert Selby. Sting can mean: In biology a sting is the part of a number of animals, such as wasps, bees and scorpions, that delivers a poison when used to pierce the skin of another animal. ... The Police was a three-piece British new wave band which was strongly influenced by reggae. ... Hubert Selby, Jr. ...

In 1976 the band records some demos in the Pathway Studios in London but it does not seem that there is any LP/CD available; in 1977 Sting quits Last Exit to go to London to inforce his musical career and Last Exit play their last concert in Newcastle.

All you want to know is to be find in the Sting Autobiographie "Broken Music"

Last Exit was a free jazz supergroup composed of bass guitarist Bill Laswell, electric guitarist Sonny Sharrock, drummer Ronald Shannon Jackson, and saxophonist Peter Brotzmann. They were active in the late 1980s and early 1990s; Sharrock's death in 1994 closed the book on Last Exit. Free jazz is a movement of jazz music characterized by diminished dependence on formal constraints. ... Bill Laswell (born February 12, 1955 in Salem, Illinois and raised in Detroit) is a prolific bassist, producer, and record label owner who has collaborated with hundreds of musicians all over the world. ... Warren Harding Sharrock (August 27, 1940 – May 25, 1994) was an American jazz guitarist. ... Ronald Shannon Jackson (born January 12, 1940) is an American jazz drummer. ... Peter Brötzmann (born March 6, 1941) is a German free jazz saxophonist. ...

Last Exit was remarkable for their musical ferocity, matched by confrontational attitudes, toured with a Black Flag-like tenacity. Black Flags logo, often found spraypainted in various places in L.A. in the 1980s Black Flag was a hardcore punk group formed in 1976 in southern California, largely as the brainchild of Greg Ginn, guitarist, primary songwriter and sole continuous member through multiple personnel changes. ...

Their music was largely impovised; John Dugan writes "Granted, one person's free improvisation is another's tuneless chaos, but Last Exit, due primarily to the skill of its individuals, only infrequently fell off the precipice into the netherworld of arty wanking ... The playing is intricate, wildly adventurous, frequently funny, and, perhaps most important, a tribute to musical democracy in action."[1] Free improvisation or free music is improvised music without any rules beyond the taste of the musicians involved, and not in any particular style. ... Masturbation is the manual excitation of the sexual organs, most often to the point of orgasm. ...

Far louder than most jazz bands (even than most free jazz groups) Last Exit found a modest following among some more open-minded heavy metal fans like James Davis, Art Director of Privateer Press in Seattle, WA. Greg Kot writes that they broght a level of "volume and violence that makes most rock bands sound tame."[2] Free jazz is a movement of jazz music characterized by diminished dependence on formal constraints. ... Heavy metals, in chemistry, are chemical elements of a particular range of atomic weights. ...

The band is documented by Iron Path, their only studio album (enhanced by Laswell's typical studio atmopherics) which found them somewhat more restrained; and many live recordings.