Crowded House were midway through a US tour when Paul Hester quit the band on 15 April 1994. He flew home to Melbourne to await the birth of his first child and indicated that he required more time with his family. Wally Ingram, drummer for support act Sheryl Crow, temporarily filled in until a replacement, Peter Jones (ex-Harem Scarem, Vince Jones, Kate Ceberano's Septet) was found. After the tour, the Finn Brothers released their album Finn in November 1995. In June 1996, at a press conference to announce the release of their greatest hits album Recurring Dream, Neil revealed that Crowded House were to disband. The June 1996 concerts in Europe and Canada were to be their final performances.  Recurring Dream contained four songs from each of the band's studio albums, along with three new songs. The album debuted at number one in Australia, New Zealand and the UK in July 1996. Early copies included a bonus CD of live material. The album's three new songs, which were released as singles, were "Instinct", "Not the Girl You Think You Are" and "Everything Is Good for You", which featured backing vocals from Pearl Jam's Eddie Vedder. Paul Hester returned to the band to play drums on the three new tracks.  Worried that their goodbye had been too low-key and had disregarded their home fans, the band performed the Farewell to the World concert on the steps of the Sydney Opera House on 24 November 1996, which raised funds for the Sydney Children's Hospital. The concert featured the line-up of Neil Finn, Nick Seymour, Mark Hart and Paul Hester. Tim Finn and Peter Jones both made guest appearances. Support bands on the day were Custard, Powderfinger and You Am I. The concert had one of the highest live audiences in Australian history with the crowd being estimated at between 120,000 and 250,000 people. Farewell to the World was released on VHS in December 1996. In 2007, a double CD and a DVD were issued as to commemorate the concert's tenth anniversary. The DVD featured newly recorded audio commentary by Finn, Hart and Seymour and other new bonus material.

Answer this question "What was the last venue they played at?" by extracting the answer from the text above.
the World concert on the steps of the Sydney Opera House on 24 November 1996,