Zangyō (残業): literally, remaining work. The Daijisen dictionary defines it as staying on to work after the set working hours, and the work done then.
Shūden (終電): the last train of the day on a line. A dictionary of the National Institute for Japanese Language and Linguistics gives the example zangyō ga tsuzuite, mainichi shūden o riyō shite iru, with overtime day after day, I take the last train every day.
Tetsuya (徹夜): staying up the whole night. The Daijisen example is tetsuya shite ronbun o shiageru, to stay up all night and finish a paper.