The Last Day - 2015 was released on:
USA: 2015
Day of Heroes - 2015 was released on: USA: 2015
O' Lucky Day - 2015 was released on: USA: 2015
Blue Day - 2015 was released on: USA: 1 January 2015 (limited)
New Year's Eve 2015 is the last day of 2015. New Year's Eve is the day before the new year. Just like Easter Sunday 2015 or Christmas Day 2015 etc. are in 2015, New Year's Eve 2015 is also in 2015. It is not the New Year's Eve that is the eve of the start of 2015, which is where a confusion might arise leading to your question.
Our Last Day - 2012 was released on: USA: 25 November 2012 (limited)
The Last Day of School - 1989 was released on: USA: January 1989
Graduation Day - 2003 was released on: USA: 1 March 2003 (Had to Be Made Film Festival) UK: 24 July 2015 USA: 31 July 2015 France: 21 August 2015 Laos: 31 August 2015 Colombia: 19 September 2015
My Last Day - 2010 I was released on: USA: 15 August 2010 (DVD premiere)
Last Day of School - 2011 was released on: USA: 16 August 2011
The Last Day - 2010 was released on: USA: 21 September 2010 (TV premiere)
Kevin's Last Day - 2011 was released on: USA: 1 May 2011 (internet)
The Last Day of Emma N- - 2013 was released on: USA: December 2013