After using the Gamebryo engine to create The Elder Scrolls III: Morrowind, The Elder Scrolls IV: Oblivion, and Fallout 3, Bethesda decided that Gamebryo's capabilities were becoming too outdated and began work on the Creation Engine for their next game, The Elder Scrolls V: Skyrim, by forking the codebase used for Fallout 3.

Following the completion of Skyrim, Bethesda set out to enhance the graphical core of the Creation Engine by first adding a physically based deferred renderer to allow for more dynamic lighting and to paint materials object surfaces with realistic materials. Bethesda worked with technology company Nvidia to implement volumetric lighting through a technique that makes use of hardware tesselation. Additionally the updated version of the Creation Engine powering Bethesda's Fallout 4 offers more advanced character generation.
What's the game engine used by Bethesda before Creation Engine? And what's the last game make with it?
Gamebryo was the engine used by Bethesda before Creation Engine. It is developed by Gamebase Cot., Ltd and Gamebase USA. Gamebryo is used by numerous companies within the gaming industry.

Bethesda decided that Gamebryo's capabilities were becoming too outdated and began work on the Creation Engine for their next game, The Elder Scrolls V: Skyrim, by forking the codebase used for Fallout 3.

The last game from Bethesda made with Gamebryo engine is Fallout 3 (2008).