A New theory

Yes, I don't really understand some of the elaborate theories on this board concerning Arthur's existence. To me, it's pretty straightforward. Giving birth to a stillborn baby must be extremely traumatic for any mother. In Myra's case the emotional shock has led to neurosis. As a result she has retreated into a fantasy where Arthur didn't die but survived and slept in the little bedroom which she and Billy obviously prepared for him prior to his birth.

But, clearly, she isn't totally insane. Part of her knows only too well that Arthur isn't, and won't ever be, "with" them. Operating as a medium gives her a way in which she can imagine she still communicates with Arthur. But it isn't enough that she believes it. To validate the "truth" of Arthur's existence, she needs everyone else to also believe she and he are able to speak to one another. Her motivation in the whole kidnap-plot-thing is to "prove" to everyone that she is psychic, which "proves" she is able to communicate with Arthur, which in turn will "prove" that he has always existed and continues to exist, albeit on some other plane.

Billy feels a complex mixture of genuine love, deep pity and some resentment towards his wife (superbly expressed in what, I believe, is Richard Attenborough's best-ever performance). He indulges Myra's fantasies because he is compassionate, weak, and knows that to do otherwise would almost certainly result in her experiencing a total mental breakdown. He goes along with the kidnap plan because he hopes it will help her preserve the part of her mind that remains sane and rational. But he also resents it, because he is aware that Myra's continuing "relationship" with Arthur has led directly to the decline of their own relationship.

At the final seance with Superintendent Walsh, does she really communicate with Arthur when she claims that Amanda Clayton is still alive? I don't think so. I think it's very clear throughout the film that any communication she has with spirits is pure fantasy. Perhaps it is something as simple as, in her mind, she has reverted to the original plan of revealing where the girl can be found alive, which will confirm her psychic abilities and authenticate the existence of Arthur.

But Arthur only ever existed as a stillborn baby, and not as a manipulative spirit.