William Hague said it was 1931.
Adam Price said it was 1918
As the only person old enough to remember, I can state categorically, that it was in 1865 that the Tories last won the popular vote in a Welsh election.
Of course womenfolk and common folk weren't allowed to vote then - so maybe it doesn't count!
I hope that it will take at least another 144 years before they do it again. If it does I'll blog the result with a link back to this post!