An alternative interpretation of Stay
I believe that most of the characters we see in the film are actually ghosts of troubled souls - and Henry's 'soul' is drifting between worlds.
These ghosts are trying to help Henry cross over into death - which is why they are disappointed in the end and say, "He's not going to make it..." then we see him being carried in an open stretcher to an ambulance - "He's not going to make it" - as in he's going to live.
This also explains why these ghosts are many times replaying or repeating scenes from their lives; e.g. the piano movers, the Shakespeare actors.
The main story is about Sam - who I believe is recently deceased (he may even have been a pedestrian on the bridge hit by Henry's car) - and is confused by the change from living to dead... and his soul is still roaming the earth trying to piece things together - and trying to comfort Henry's soul.
It is also why Sam is so reluctant to discuss suicide with Lila - not wanting to admit the truth about their situation.
Think of it as a cross between Sixth Sense and What Dreams May Come...
What do you think?