There isn't a story written about the Last Battle. There is this thing called the Second Doom of Mandos. And Mandos says that when the world is old the Valar will be all tired, so Morgoth jumps at the chance and enters Arda again and does a whole lot of damage. There a couple different versions of it in different books and I believe Tolkien ended up not using it. The version I am most familiar with is in The Lost Road and Other Writings: HoME 5
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