The Last Kingdom adapts the Saxon Saga series by Bernard Cornwell and tells the story of the unification of England out of seven founding kingdoms in the 9th and 10th centuries, a mixture of Saxon nations and lands seized by the invading Danes. Early books focus on King Alfred the Great as he tries to protect Wessex from the invaders with the help of Uhtred, a Saxon raised by Danes who becomes an expert on their way of battle; later books see Uhtred torn between his Saxon and Danish loyalties, but ultimately helping Alfred's successors complete the unification of England. There are thirteen books in the series, with the last, War Lord being published last year.
Each season of the TV show has adapted two novels, leading to the conclusion that the show would last six or seven seasons. However, each season has moved further and further away from the source material and the TV show has had issues in depicting the realistic aging of the characters over many decades. Concluding the TV show with the events of The Flame Bearer, in which a middle-aged Uhtred finally sets out to reclaim his childhood home of Bebbanburg from his duplicitous cousin, is a reasonable dramatic compromise (the books end with a seventy-something Uhtred taking part at the Battle of Brunanburh).
Cornwell fans hopefully won't have to wait too long for another adaptation, though. Cornwell's even more acclaimed Warlord Chronicles trilogy, a "realistic" depiction of the Arthurian legend, is currently in development at Epix.