Some time ago a friend was panicking because she'd left her cast-on tail so short, she did not know how to weave it in; so I showed her the method I use. Of course it never occurs to me to photo-document these things as they happen. But happily I got another opportunity the other night!
I had just bound off the last sleeve cuff of a lettlopi sweater I'd been working on. And as I pulled the yarn through the final bindoff loop, it broke, leaving a meager 5cm tail. Now, if you thread yarn that short into your needle and attempt to sew or weave with it, it won't work; the yarn will simply pop out of the needle's eye.
So what you have to do, is first weave with the needle empty. Insert the needle, without threading it, into the stitches where you want to hide your yarn. Get as many stitches as you can, but of course be sure to leave the eye of the needle poking out. Then thread the yarn into the needle, and pull it through.
There, your end is woven in!
So how short of a tail will this method work with? Well, it does need to be long enough so there is something left to weave in. A couple of cm? If you are unlucky enough to break your yarn at the very base when binding off, I can't think of a way to fix it other than unpicking the bindoff (and maybe the last couple of rows!), and attaching fresh yarn. Of course if anyone has a better solution, feel free to share.