The "Second Coming, also called Second Advent, or Parousia, in Christianity is the future return of Christ in glory, when it is understood that he will set up his kingdom, judge his enemies, and reward the faithful, living and dead. Early Christians believed the Advent to be imminent (see millennium), and most Christian theologians since then have believed that the visible appearance of Jesus may occur at any moment and that Christians should be ever ready for it. There is evidence for the Second Coming in the Gospels (Matthew 24,25; Mark 13; Luke 21:5–26; John 14:25–29), in the Book of Revelations, ...."
Other Christians, Quakers for instance, perceive it as an internal event in Friends' minds, the moment when 'that of God in one' becomes conscious and overwhelming.
An early description of it comes in America, PLATE 6:
"The morning comes, the night decays, the watchmen leave their stations;
The grave is burst, the spices shed, the linen wrapped up;
The bones of death, the cov'ring clay, the sinews shrunk & dry'd.
Reviving shake, inspiring move, breathing! awakening!
Spring like redeemed captives when their bonds & bars are burst;
Let the slave grinding at the mill, run out into the field:
Let him look up into the heavens & laugh in the bright air;
Let the inchained soul shut up in darkness and in sighing,
Whose face has never seen a smile in thirty weary years;
Rise and look out, his chains are loose, his dungeon doors are
open. And let his wife and children return from the opressors scourge;
They look behind at every step & believe it is a dream singing.
The Sun has left his blackness, & has found a fresher morning
And the fair Moon rejoices in the clear & cloudless night;
For Empire is no more, and now the Lion & Wolf shall cease."
This of course owes much to Ezekiel, but to me it comes through in terms of deliverance from economic oppression.
Blake describes the Last Judgment at considerable length in The Four Zoas. Wikipedia explains that there were two versions of 4Z, before and after 1800. In all he wrote 'Vala' (later called 'The Four Zoas') over a period of ten years. Blake was a different person after his rebirth in 1800. One might say he had experienced the internal expression of the last judgment.
In Night 9 of The Four Zoas Blake picked up where he had left in America repeating the last two lines:
"The Sun has left his blackness & has found a fresher morning
And the mild moon rejoices in the clear & cloudless night
And Man walks forth from midst of the fires the evil is all consumd
His eyes behold the Angelic spheres arising night and day
The stars consumd like a lamp blown out & in their stead behold
The Expanding Eyes of Man behold the depths of wondrous worlds
One Earth one sea beneath nor Erring Globes wander but Stars
Of fire rise up nightly from the Ocean & one Sun
Each morning like a New born Man issues with songs & Joy
Calling the Plowman to his Labour & the Shepherd to his rest
He walks upon the Eternal Mountains raising his heavenly voice
Conversing with the Animal forms of wisdom night & day
That risen from the Sea of fire renewd walk oer the Earth
For Tharmas brought his flocks upon the hills & in the Vales
They raise their faces from the Earth conversing with the Man
How is it we have walkd thro fires & yet are not consumd
How is it that all things are changd even as in ancient times
(This line in 'Vision of the Last Judgment' (on Erdman 562)
illustrates and perhaps helps to understand what Blake meant
"whenever any Individual Rejects Error &
Embraces Truth a Last Judgment passes upon that
The Sun arises from his dewy bed & the fresh airs
Play in his smiling beams giving the seeds of life to grow
And the fresh Earth beams forth ten thousand thousand springs of
The war of swords departed now
The dark Religions are departed & sweet Science reigns
End of The Dream (Erdman 406-07)"
The Last Judgment was a large painting where Blake depicted an enormous number of figures rotating under Christ on his throne.Wikipedia has a good description of this work, created in 1808.
This picture with a great deal of explanation from this google doc can tell most people more than they may want to know.
If you're interested in the history of interpretations of the Last Judgment, you might check this wikipedia article.