Panning out from the deserted gas station, I saw it on TV recently, just the very last 10 seconds, and immediately recognized it, and that feeling of loss, even though the last time I saw it was over 15 years ago.
Yeah, it's one of my all-time favorite endings -- not just that final shot, but the whole setting of the windblown, derelict diner and the equally derelict Jack showing up two days a year to see if the absolutely awesome wife he left behind will ever take him back.
Nowadays, a racaous movie like Romeo would end with a shootout, multiple explosions and then a final wisecrack by the bruised but still standing hero.
Great ending. If I remember right he was hallucinating he was dancing with her and she disappeared. He then said each time she stays a little longer. Fantastic way to end a very good movie.