“No newline at end of file” compiler warning

Question

What is the reason for the following warning in some C++ compilers?

No newline at end of file

Why should I have an empty line at

Answer 1

The answer for the "obedient" is "because the C++03 Standard says the behavior of a program not ending in newline is undefined" (paraphrased).

The answer for the curious is here: http://gcc.gnu.org/ml/gcc/2001-07/msg01120.html.