Is Jesus the last Prophet? Many Muslims believe that the Prophet of Islam is the Last prophet of God. 

Does this belief of 'last' Prophet exist in Christianity as well? Do any Christians believe that any other prophet will come between Jesus and his second coming?
You have not scoped this question to any particular Christian denomination, but pretty much all mainstream and even non-mainstream denominations would say that Jesus was not the last prophet.

The Bible contains prophecies that were written by people after Jesus (such as the book of Revelation), and it describes first-century Christian congregations as having prophets. (1 Corinthians 14; Acts 13:1)

Denominations which don't recognize the authority of the Bible still usually rely on private revelation or their own prophet to base their beliefs on.