If my memory serves me it was last seen after Wells delivered Tempus to that 1866 insane asylum (which I never understood how he got out of to come back in seasons 3 and 4). He has ordered Lois and Clark to wait for him at the second machine, and then we see them waiting for him in some barn (where they left the machine). So in other words, we last saw it in a barn in 1966.
