It's been a while since I've seen the film, and this explanation may have already been presented, but does anyone think that Nicholson may not have actually been a reporter, and that when he steals the gun-dealer's identity that it is one of many stolen identities, and that's why his wife doesn't recognize him? Their may even be scenes in the movie that refute this, but I couldn't remember any.
I guess there's an issue about whether the body on the bed was the Jack Nicholson character or not. (I think it was, but we cannot be sure.)
At first the wife said she "didnt know" the man lying on the bed. Assuming it was the Nicholson character, and assuming that man is David Locke, her husband, then her words still make perfect sense. ie "I have no idea what made my husband get himself into this situation. I really didnt know him."
But then, IIRC, she is asked if she recognises the man, and says that she does not. That is more problemmatical. She saw the Nicholson character in (at least) 3 scenes [not counting the scene in which he recognised her voice and ran out of the hotel, and she - apparently - saw something which made her chase him.]
1. The burning rubbish scene. (Possibly in the Nicholson character's imagination, but it still implies that he knew Locke's wife).
2. The scene where the wife recalls being at Locke's interview with the dictator. In her memory, the Nicholson character is her husband, David Locke.
3. The scene where she is watching clips in which Locke is interviewing a guerilla leader. She watches while the camera turns to focus on the interviewer, and it is the Nicholson character.
So if the Nicholson character wasnt the "real" David Locke, then either he must have assumed that identity many years ago, or else the wife was in on the deception. I dont see any support for either theory in the movie. I think the Nicholson character was simply the "real" David Locke, and took the Robertson identity simply for opportunistic reasons - not because he always did that kind of thing.
In any event, when Locke's wife says she doesnt recognise the man on the bed, it cannot simply be that she does not recognise the Nicholson character, because all the evidence is that she has treated that man as her husband in the past.
So either: 1. She is lying; 2. The dead body has been shot in the face, and she chooses to believe that it is not her husband; 3. The dead body is not the Nicholson character
If it is the third possibility, then we might speculate that the Nicholson character has now run off with the corpse's identity. This would imply that the girl was lying by seeming to identify the corpse as Robertson, but that aint a problem for the theory since it would be quite in character for her to do so.