The last element to be discovered in nature was rhenium, in 1925. But scientists then began to create new elements the same way nature does—by smushing together existing ones. For example, bismuth + nickel = roentgenium.
Admittedly, it's hard to care about many of the new ones, since they are highly unstable and live only a moment before decaying. But many scientists believe that we'll soon manage to create super-heavy elements that do last and that constitute strange new forms of matter. Elements 114 and 115, created in 1999 and 2004, may be an example of this, but scientists don't know that yet.