It's easy to get confused based on those last few seconds. The rest of the movie is very easy to follow but that last scene just makes you question everything you saw. Although that depends on your own logic ofcourse. Optimists and messimists will probably not agree on the setting on this movie.
Don't read this part if haven't seen the movie. And also: go see it if that's the case!
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Personaly I'm convinced that the entire movie is a dream. The children are always wearing the same clothes. When the main character is chased and escapes in a car there is security guy just standing there. Some of the characters tend to favor just a single characteristic or function, like Arthur possible representing logic. I can also spot curiousity (the girl), regret (the ex), creativity (forgot the guys name), desire (the contracter as he is the means to an end) and fear/cautious (the first architect and how weird he acts when he is taken away by "desire"). And, if you watch the movie a second time you may notice sometimes things happen just as the main character wants them to. Like people walking in on an awkward conversation. Best of all is the moment where is spinning his trinket in the first half of the movie. It keeps spinning and spinning like at the end. Almost toplling and continueing. He puts a gun to his head. After a bit the thing stops and his children call him directly after.
In the end it's all just what you make of it, but this is my logic.