One of the best endings I've ever seen. (Spoilers obviously)
That was incredible. From very early on I believed she wasn't real. The way she kept popping up without anyone ever noticing or acknowledging her existence.
She had total Tyler Durden Syndrome. When they had conversations, there was never anyone around. Even if they were in a busy place or with people nearby, they weren't right there to notice, at the party, on the bench outside of his work, in his apartment. No one ever talked to her or even acknowledged she was there. When they were near the lake with the ducks, she runs over to feed them next to the kid and his mother, and neither of them look up or notice her at all even though she's being loud, and when they go to the movie theater, they're together, he walks up, and the ticket guy says "just the one?"
He's just so messed up that even his "fantasy girls" find out he's crazy and he ends up killing them. And that's all just part of his delusion that keeps playing itself out.
I was expecting the "big reveal" to not be very powerful because of all the obvious hints that she didn't exist. Like I wasn't supposed to realize all of those things in the movie, and it was supposed to be a surprise that you go back later and see "Ohhh, no one noticed her." And then his buddy confirms it explaining that he does it all the time, all of these girls are in his head and then makes a call to his doctor like he does after each one.
And then it just completely turns and we find out she's real, and she's missing. I did not see that coming at all. Very well done.