I know that our scripture Bhavishya Purana mentions that Kalki will be an Avatar of Vishnu. But I want to know if any of our scriptures mention it will be the "Last Avatar". If yes, then after the Kalki avatar, won't there be any adharma in the future?
Kalki Avatara is mostly the last in any list of Avataras. But there will definitely be adharma in the future, as we know that the cycle of yugas will keep repeating and there will be more Kali Yugas. I don't think any list is an exhaustive list of Avataras. Kalki is supposed to come in the end of the 28th (present) Kali Yuga of the Vaivasvata Manvantara, while another Avatara, Sarvabhauma, is supposed to come in the Savarnika Manvantara (future). In fact, every Manvantara has an Avatara associated with it, though there may be other Avataras in the same Manvantara. Vamana Avatara is associated with the Vaivasvata Manvantara.