Jake's last apperence was in season three. Peyton goes to see him in Savannah after her dad tells her to follow her heart. Over their they spend the day together and Peyton asks him to marry her. He agrees. Later, Peyton says "I love you Lucas." in her sleep. So Jake tells her to go to Tree Hill and sort out her feelings and then if she still thinks that she loves Jake he will be waiting. That is the last time we see Jake.