Irtsgbr

This Wikipedia page says the following:

Most x86 processors since the Intel 80486 have had these x87
instructions implemented in the main CPU

So the above quote implies that some CPUs that were released after the Intel 80486 CPU did not have the x87 floating-point unit built in.

But what was the last CPU that did not have the x87 floating-point unit built in?

As far as I’m aware, the last FPU-less x86-compatible CPU which could still be considered general-purpose is the Vortex86SX, released in 2007 and still available now. This is a Pentium-class CPU, capable of running any Pentium code which doesn’t require an FPU. It is targeted at embedded applications, with up to 512 MiB of RAM, and includes a PCI bus, USB, Ethernet, IDE, etc. It can run Linux.

Intel themselves produced FPU-less x86-compatible micro-controllers later still, in 2015: the Quark D1000 and D2000, 32 MHz Pentium-class MCUs with 8 KiB and 32 KiB of RAM respectively, and the Quark SE C1000, with 80 KiB of RAM. These were opportunistically targeted at IoT applications, and low-power applications in general. It is still possible to buy them, for a few more months.

The last x86-compatible desktop CPU designed without an FPU was probably NexGen’s Nx586, introduced in 1994, which was supposed to compete with the Intel Pentium but didn’t integrate an FPU initially. The last FPU-less CPU in that range was the Nx586-P133, introduced in late 1995.

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