I've heard the last person to know all of mathematics to be Pascal (d. 1662), Euler (d. 1783), Poincare (d. 1912), or Hilbert (d. 1943). Most of the internet seems to believe that it was Poincare.
See ref to "the last universalist" in Wikipedia: http://en.wikipedia.org/wiki/Henri_Poincare
The Wikipedia reference comes from a book called Men of Mathematics by Eric Temple Bell, I believe.