The Farewell Teachings of Jesus

The synoptic gospels, Matthew, Mark and Luke, all record a last supper of Jesus with his disciples, followed by prayer in the Garden of Gethsemane and then, finally, the arrest of Jesus in the garden. (See Matthew 26: 17-56, Mark 14: 12-42, and Luke 22: 7-45.)  The apostle of John elaborates on these events by providing additional details about the upper room conversations including more private instructions which occur after the traitor, Judas, has been dismissed.

Merrill Tenney calls this "The Period of Conference" in his commentary on the Gospel of John. These last teaching of Jesus roughly follow the five chapters of John 13-17. They include:

1. The Last Supper, including washing the disciples' feet and the dismissal of Judas,
2. The announcement of upcoming events followed by questions from Peter, Thomas, Philip and Judas (not Iscariot). 
3. These responses elaborate the teachings on the Holy Spirit (John 14.)
4. Teachings on the Vine, primarily John15
5. Teachings on the eventual conflict with the world, primarily John 16,
6. Lengthy prayer for the disciples, John 17.

Some of these teachings occur in the Upper Room in Jerusalem; some presumably occur while walking to the Mount of Olives.

Here is an online exposition of this passage, as a series of linked sermons (I think)from Bible.org.

There are a number of good Wikipedia articles on the Last Supper and the Farewell Discourse, along with an article on the Cenacle, a supposed location of the upper room in Jerusalem.