Generally, your local bank should be able to cash that check. That's what banks do. Even if they don't accept checks as a rule, they should be able to handle this transaction. Expect high fees, long time for processing, and unfavorable currency conversion rates. You might be required to open a GBP account to deposit it. If your current country of residency has stringent controls on foreign currency then you may be out of luck.
Alternatively you may be able to cash that check in the UK, by walking into the bank that issued the check (maybe even that specific branch) and presenting your id. Call and ask. But if you're far away the trip may not be worth it.
If the check is not endorsable (crossed, as most UK checks are nowadays), there's not a lot of other options. You should have asked before closing the account what they're going to do.
It's hard to give more detailed answers without knowing what country you're at now.