To answer the question "After the 1857 Revolt, also known as India's first war of independence, Bahadur Shah Zafar, the last Mughal Emperor of India, was exiled to:", we need to consider historical facts related to the aftermath of the 1857 Revolt.

Bahadur Shah Zafar, who reigned as the last Mughal emperor, played a symbolic leadership role during the 1857 Revolt against British rule. Following the suppression of the revolt, the British sought to end his symbolic leadership and influence by exiling him.

1. The British captured Bahadur Shah Zafar after the fall of Delhi in September 1857. He was tried by the British for supporting the rebellion.
2. In March 1858, following this trial, he was exiled to Rangoon, Burma (present-day Yangon, Myanmar), where he remained until his death in 1862.
3. This exile was part of the broader British strategy to dismantle the Mughal legacy and extinguish any claims to authority that Zafar or his descendants might have had.

Based on these historical points, the correct answer to the question is:

Burma

Let's rule out the other options:

• Nepal: There is no historical record of Bahadur Shah Zafar being exiled to Nepal.
• Japan: This is incorrect as Japan had no historical involvement in the aftermath of the 1857 Revolt concerning the exiling of Bahadur Shah Zafar.
• England: While the British were the colonial power, Bahadur Shah Zafar was sent to Burma, not England.

Thus, confirming that Burma is the correct answer.