Last Exile was released in the UK, but sadly, it was licensed by the now-defunct ADV Films UK, meaning that it's no longer licensed in the UK since September 2009. It's unknown who will re-license & re-release it since Funimation has the series, either MVM Films (who distributes the majority of Gonzo produced titles licensed by Funimation), Manga Entertainment UK (who is the main UK distributor for Funimation licensed titles), or the newly-established Kaze UK. However, Devil May Cry: The Animated Series, Ah! My Goddess (season 2), and Guyver: The Bioboosted Armor have been re-licensed & re-released by Manga Entertainment UK and Welcome to the N.H.K. has been re-licensed & re-released by MVM Films, all of which were previously licensed by ADV Films UK.
I would also like to address when will Last Exile: Fam, The Silver Wing be licensed in France because its predecessor series (Last Exile) was licensed by Declic Images, which is currently in a situation that it isn't going to license any more anime titles, having lost the confidence of Japanese distributors and producers, which would mean that Last Exile: Fam, The Silver Wing, alongside with Black Lagoon: Roberta's Blood Trail and Full Metal Panic: The Second Raid (which are titles currently licensed by Funimation (their predecessor series were licensed by Declic Images)), are currently not licensed in France unless if other distributors pick it up (likely Dybex). Also to mention in Italy because it was originally licensed by Shin Vision but they went defunct, thus their DVDs are out of print. However, either Dynit (which I hope for, given they they rescued the Full Metal Panic! series), Yamato Video, or Kaze Italy (like what they did with Hellsing Ultimate since the original adaptation was animated by Gonzo and licensed in Italy by Shin Vision).