All Intel x86 CPUs since the 80486 line have included floating point instructions, i.e. everything from the Pentium* onward. So the last Intel processor to lack an on-board floating-point unit (FPU) was the 80486SX (and the embedded 80486GX).
Other manufacturers, who made 486-compatible processors, continued making non-FPU chips, aiming for the budget market. These include Cyrix's Cx486SLC, and AMD's AM486SX. A 66MHz version of the latter, the Am486SX2-66, was released in 1994, a year after Intel had released its first Pentium processor.
In order to compete with the Pentium range in the PC market, third-party manufacturers effectively had to include an on-board FPU, so there were no desktop "586" chips without floating-point instructions. Embedded devices tend to operate on a longer timescale, however.
I expect that the last manufactured x86 CPU that lacked floating-point instructions will have been an embedded chip such as the 80486GX, or the Vortex86SX mentioned in another answer.
* for further reading, see the Pentium FDIV bug