To clear up possible confusion, the Wembley Stadium Station to Marylebone line is a train service, not a tube. This is the one that seems to have its last train at 22.41
The Metropolitan Line service runs from Wembley Park Underground station and has trains back to Baker Street in Central London running well after midnight.
For anyone in this country (or abroad) who wants to find transport connections in the Greater London area, there is a Journey Planner on the Transport For London website
www.tfl.gov.uk . The Journey Planner is on the home page. Unless you want to travel at that moment, select 'Advanced Options' . Then put in the start and end points of your journey and the Planner will work out all the options, using whatever mode of transport is available for that journey - trains, tubes, buses, trams, Docklands Light Raiway or donkey cart (that last one was a joke).
Ray