I put a video clip of the last Curly appearance and the only time all 4 Stooges were together in 1 scene on YouTube:
http://www.youtube.com/watch?v=Sk4ujI-EOMk
He plays a passenger on a train. Curly had a stroke on 06 May 1946. This was filmed after Curly's stroke and is from the short "Hold That Lion" (1947) and is also the only clip with 4 Stooges - Curly, Larry, Moe and Shemp.
From Wikipedia:
Donning a full head of hair, Curly made a brief cameo appearance (doing his barking-dog routine) in the third film after brother Shemp returned to the trio, Hold That Lion!. It was the only film that featured Larry Fine and all three Howard brothers, Moe, Shemp and Curly, simultaneously; director Jules White later said he spontaneously staged the bit during Curly's impromptu visit to the soundstage:
"It was a spur of the moment idea. Curly was visiting the set; this was sometime after his stroke. Apparently he came in on his own, since I didn't see a nurse with him. He was sitting around, reading a newspaper. As I walked in, the newspaper, which he had in front of his face, came down and he waved hello to me. I thought it would be funny, to have him do a bit in the picture and he was happy to do it"