It's about Dissociative Identity Disorder
This film is a metaphor about what it is like to be inside the head of a person with DID. A person will have this mental illness usually after suffering through trauma like abuse where the mind dissociates from the situation as a defense mechanism.
My interpretation of the story is the reason why Craig discovers the portal is because he is already inside John Malkovich's head, but had to discover the portal to realize this. So in a way, how I see it; none of the characters in the film exist beyond Malkovich and his head. It took Craig to find the portal for Malkovich to realize his disorder.
Why else would Lotte, Craig and Malkovich all be in love with Maxine, and yet only be with her when inside Malkovich? Think about it.
People with DID will often get the sense that their life is a movie, and they feel as if they are watching themselves doing certain things without actually being in control. This is when the core personality is not in control of the body, and another personality takes over.
You can read here for more information:
http://en.wikipedia.org/wiki/Dissociative_identity_disorder
Karina Licursi ~