The last scene - SPOILER
As Christian Bale and Rosumund Pike are parting ways at the train station (and her looking so fetching in makeup and stylish hat), with she and the little boy about to embark for Chicago, I had the silly notion, which would have made for perfect cheesiness for this movie, that she would say, "Hey, Joe, you ever been to Chicago?"
Instead he slowly walks away, making me think, Well, that's that.. But then at the last minute he turns around, stares at the train beginning to depart, walks back, and boards the last car. And they live happily ever after. Supposedly.
Not quite as cheesy, but still.