Most Recent Database Backup for Each Database and Physical_device_Name

SELECT 
   CONVERT(CHAR(100), SERVERPROPERTY('Servername')) AS Server,
   msdb.dbo.backupset.database_name,
   msdb.dbo.backupmediafamily.physical_device_name,
   MAX(msdb.dbo.backupset.backup_finish_date) AS last_db_backup_date
FROM   msdb.dbo.backupmediafamily 
   INNER JOIN msdb.dbo.backupset ON msdb.dbo.backupmediafamily.media_set_id = msdb.dbo.backupset.media_set_id 
WHERE  msdb..backupset.type = 'D'
GROUP BY
   msdb.dbo.backupset.database_name,
   msdb.dbo.backupmediafamily.physical_device_name
ORDER BY 
   msdb.dbo.backupset.database_name,
   msdb.dbo.backupmediafamily.physical_device_name