It all depends on what you mean by war, though. The "classical" (by which we probably mean 19th century so not classical at all) concept of interstate war wouldn't exist before the rise of states, and is probably all over now. Are there any actual interstate wars still going? Maybe in the African Great Lakes? Georgia and Russia would be the last one in Europe presumably? There are a few unresolved conflicts (Korea, Cyprus, Israel/neighbours) but not many interstate wars. That's probably a good thing.
If you mean something more than that by war, well, it's a different answer.
There was also the Jewish insurgency in Palestine which british forces were also involved it - fighting on the losing side
It wasn't really a war, though - that only erupted after the Brits surprised everyone by picking up and buggering off home.