The last train from Waterloo to Bournemouth now is a very reasonable 23:35 Mon-Sat / 23:05 Sun, although it's usually bustituted from Southampton Central onwards between Monday - Thursday.
However, in the opposite direction, the last train from Bournemouth to Waterloo is 21:12 Monday - Friday!!! More than 2 hours before the other direction! Only on a Saturday it's a reasonable 22:12 and on Sunday it's 22:08. The 22:12 on Saturday is basically an all-stop service which stops at every station on the Waterloo-Weymouth / Poole / Portsmouth / Basingstoke / Alton services except Beaulieu Road, with arrival into Waterloo at 01:04, with the 23:12 final departure terminating at Eastleigh. In contrast, on Monday-Friday, the 22:12 service terminates at Woking, which is the final up departure from Bournemouth.