function ExtractUrlFileName(const AUrl: string): string;
 var
 i: Integer;
 begin
 i := LastDelimiter('/', AUrl);
 Result := Copy(AUrl, i + 1, Length(AUrl) - (i));
 end;

 procedure TForm1.Button1Click(Sender: TObject);
 var
 s: string;
 begin
 s := ExtractUrlFileName('http://www.delphimania.de/index.php');
 ShowMessage(s); //index.php 
end