You see all of these dream sequences that have this eerie feeling when Anne is thinking about Jimmy during her years at the asylum. The images are haunting, but they are also very fuzzy. What exactly is the viewer supposed to be seeing in these images?
There's a thread about the flashbacks not far below that explains what's going on in those sequences better than I can. But overall, they show that Jimmy died in the asylum, and that Anne feels a lot of irrational guilt about it. At one point, an image of him (holding out his arms, if I remember it right) is juxtaposed over Helen doing almost the same thing as Anne watches through a window. Everything Anne saw and experienced in the asylum drives her to help Helen, but Jimmy's death most of all.
Jimmie died of tuberculosis. He'd been born with a "tubercular hip", which made it hard for him to walk and he eventually became sick all over with the disease and died. Poor Annie was really devastated and yes, felt irrational, undeserved guilt for years afterwards. I love the flashbacks scenes; they are truly haunting and makes us feel for Annie. Annie really had an awful childhood.