For those who have not seen the movie, please read other reviews for plot synopses and be advised that the violence depicted is so graphic and realistic that no immature person should be allowed to view it. For mature viewers, the plot and dialog are reminiscent of Cormack McCarthy's work (i.e. Child of God) in which the psyche of a deranged, perverted lunatic is presented so dispassionately that you actually develop some (albeit minor) affection for him. It is a significant movie and definitely worth watching.
SPOILER ALERT: My review is for those who have seen the movie and are puzzled or disappointed by portions of it, primarily the ending. For ease of recognition, I will use the actor's names, rather than their character names.
Casey's mother died when he was quite young and he was introduced to sadomasochistic sex by a baby sitter. As a result, he begins molesting girls much younger than himself and is caught in the act by his adopted older brother, who is revolted by his behavior. Subsequently, when knowledge of Casey's crimes become wide spread, his innocent brother, being older, is punished while he is not. When the brother returns (from jail?) he begins working on a construction crew and is killed through the negligence of construction magnate, Ned Beatty. All of this is sublimated within Casey's mind until the nightmare is awakened when prostitute, Jessica Alba, slaps him. She "becomes" the baby sitter and they rekindle the violent SM relationship from his past, but now Casey is a grown man and capable of handing out a much greater, escalating, level of violence.
Casey beats Jessica to death in order to conceal the murder of Beatty's son and thus avenge his step-brother's death. He is also symbolically punishing/destroying the source of his torment and pathology, the baby sitter whom Jessica has come to represent. His youthful experiences have rendered him a psychopath, devoid of conscience, and he is fixated upon immediate, personal whims, without concern for others. Violent murder is a logical progression in his awakened and rapidly escalating sadomasochistic fury. Watch how he covers the faces of both Jessica and Kate during sex, which is generally from behind, so he cannot see their faces. Is it so he can imagine that they are the baby sitter, or perhaps the child-victims of his youth? It's obvious that, in his mind, they represent other people and their faces contradict his mental images.
I believe from this point forward, Casey descends into utter madness and his actions have no logic but to his own twisted psyche. His murder of Kate serves no purpose, because the "purposes" of an insane person are inscrutable. As with the prostitute, he and Kate have engaged in an escalating sadomasochistic sexual relationship and he probably realizes that marriage is not a desirable situation for him, so he simply ends it with a level of violence and detachment that are both shocking and entirely predictable. You don't talk your way out of an engagement to an annoying 'fly', you simply swat it....and then find a fall guy to take the blame.
Now here is where I strongly differ with all other reviewers....the ending. Casey is caught and sent to an asylum, where he whiles away the hours in his cell supposedly watching a strange slide show of pictures of his victims. We are effectively told the slide show is imaginary by the reaction of the nurse when he asks her to slow down the progression of pictures. Watch her reaction. This is a critical and widely overlooked point: the slide show is entirely imaginary, as is everything from that point on. He is not "saved" from the asylum by Bill Pullman (which excuses his otherwise preposterous bellowing), and he does not really return home to plot and execute the destruction of all his adversaries. Jessica is dead. She does not walk into his house and verify her "undying" love, and his tormentors (inexplicably unaware of the gasoline-soaked house) are not all neatly incinerated. This is all a product of Casey's twisted imagination....a glorious, fiery ending rather than the grim reality that his future was really to be spent watching an endless, imaginary slide show on the wall of his dingy madhouse cell. The ending rubs people wrong because it defies 'normal' logic. It is, however, a preposterously, insanely perfect ending when you consider where it actually occurred....in the mind of a psychopath.