Ushuaia is called the "End of the World" and refers to itself as the "southernmost city in the world".  It is located on the southern coast of Tierra del Fuego.

In my travels to this part of the world, I discovered that there is a little bit of disagreement as to which location is actually the "Southernmost City in the World" with Punta Arenas claiming itself to be the city (with 120,000 inhabitants compared to Ushuaia's 65,000 inhabitants). There is also Puerto Williams which has about 3,000 settlers. Both Puerto Williams and Ushuaia, are physically located further south than Punta Arenas, so I guess teh battle shall continue for this lofty title!