1. Robot Chise
When I first saw her and heard her speak, I was wondering to myself if they erased her memory? When her arm fell off I realised that she was no longer human and completely mechanical. Side note: Isn't there something really wrong with the idea of having carnal relations with a machine? Let's not think about that, huh...
2. Bombs from the sky
When Shuji started removing her clothes, anyone recall the bombs falling from the sky? This is opposed to the previous episodes where she launches missiles from her body or drops ordnance from her body. What conclusion can be drawn from this? That there is some kind of auxiliary weapons platform in the sky.
3. Spikes poking down from the cloud cover
When I first saw them I really didn't know what the heck those things were. I've read insane speculation about aliens in this thread but I decided to wait and see.
4. Missile hits on spike
When the enemy fighters attacked one of these spikes, Chise flinched in pain. Ah-hah! It's all clear to me now! Those things are a part of Chise. Therefore, there is one humongous structure over the entire town which IS Chise. I've already concluded that the little girl I see before me on the screen is NOT human. Therefore, she is merely an avatar of the Chise conciousness which has been merged with that thing up in the sky! I wonder what resources were needed to make that thing? Oh wait! Chise makes weapons out of thin air! She doesn't need resources! Illogical? Just accept it.
5. White out
Everything is covered in white dust. The world has ended? Maybe. How? Dunno. Nuclear winter would make everything dark, not white. All the water in the ocean's gone? They can't just dry up like that. A crack in the mantle and all the water's rushing down to extinguish the core? Maybe but it still don't explain the white dust and the absence of the sun. Where'd the sun go? How come there's still light?
6. Black out
Now it's blacking out. Only bit of colour is the Chise conciousness thing. Okay, I don't accept Chise being able to manifest a ghostly presence. So I can't really come up with an explanation for this. Maybe Shuji IS dead and this is some kinda weird afterlife.
7. Past memories brought to the present
All of a sudden, Shuji could see Chise and their town and all that other stuff. And he began to live in that world, to the extent that the imaginary Chise was solid enough to touch. Ah-hah! Conclusion: Either he's dead and this is some kinda weird afterlife; Or, he's still alive, taken up into the Chise structure, plugged into a cryo-pod or something and is dreaming until aliens find him. Maybe he'll never wake up.
So, what do you folks think about all the wild speculations and asinine conclusions I've drawn?