Everything about Blackstar was perfect. Bowie hadn’t intended it to be his final album at the time of writing, but considering how prolific he was, and how often he took risks reinvented himself, the fact that Blackstar is undoubtedly among his best… certainly the best of his later career, of which I’d say only Heathen is even in the running… means that he’ll always be remembered for going out on a high.
I’d agree with the Police’s Synchronicity as well, and would also include Chuck, Chuck Berry’s final album, released posthumously, which (while by no means his best work) was still quite widely regarded as going out on an extremely high note, especially considering he recorded it when he was almost 90 and his previous studio album, Rockit was released way back in 1979.
I can think of lots of other smaller examples, but usually from less-famous bands/writer/filmmakers who only have 2 to 4 releases to their name, or who are still actively producing content and may possibly release something else before they expire or fade away completely.
If David Lynch or Ben Wheatley should drop dead tomorrow, I’d say they went out on a high, but both have new film projects in development that may or may not get made, and may or may not suck. (I have more confidence in Lynch, but Wheatley tends to alternate between his own trippy-as-balls indie stuff, and major studio works like Meg 2: The Trench, so flip a coin as to whether his final film will be something great or something mediocre that pays the bills.)
In terms of literature, you’ve got writers like Vernor Vinge whose last book was really good, but it takes him 15 years to complete a novel and even though he’s getting on in years, he’s not dead yet, so I can’t discount that there may be another one coming that will better/worse than the previous.
And then you’ve got writers like Raymond Chandler, who’s final completed novel, The Long Good-Bye, was definitely among his best… but then Playback was released posthumously, which wasn’t as good, but also wasn’t officially finished, so does it still count as a “last” work or not?
The opposite goes for Douglas Adams and The Salmon of Doubt, which was just a collection of half-finished stuff collected from his computer, not a true final novel… but still far more enjoyable than Mostly Harmless, his last officially published work, which was the closest Adams ever came to writing a “bad” book. (I think by that point, he was pretty well sick of writing Hitchhikers, but knew people would never stop pestering him until he “ended” the series, so he did his best to auger that baby into the ground.)